Output the Military Order

Haskell, 41 bytes

f 0=[[]]
f n=[id,(++[n])]<*>f(n-1)
tail.f

Japt, 5 bytes

(Yes, this is me, ETHproductions.)

1òU à

Test it online! (This version has a few extra bytes to pretty-print the output.)

How it works

      // Implicit: U = input integer
1òU   // Generate the inclusive range [1..U].
à     // Generate all combinations of this range.
      // Implicit: output last expression

Jelly, 4 bytes

RŒPḊ

Basically the same thing as Pyth. Range, ŒPower set, Ḋequeue. Try it here!