You need a numbers table. If you don't have a permanent one this is a more efficient way of generating one than using a recursive CTE. A permanent one will be more efficient though as long as it is read from the buffer cache.
DECLARE @D1 DATE = '2010-12-01'
DECLARE @D2 DATE = '2010-12-04'
;WITH
L0 AS (SELECT 1 AS c UNION ALL SELECT 1),
L1 AS (SELECT 1 AS c FROM L0 A CROSS JOIN L0 B),
L2 AS (SELECT 1 AS c FROM L1 A CROSS JOIN L1 B),
L3 AS (SELECT 1 AS c FROM L2 A CROSS JOIN L2 B),
L4 AS (SELECT 1 AS c FROM L3 A CROSS JOIN L3 B),
Nums AS (SELECT ROW_NUMBER() OVER (ORDER BY (SELECT 0)) AS i FROM L4)
SELECT DATEADD(day,i-1,@D1)
FROM Nums where i <= 1+DATEDIFF(day,@D1,@D2)
