In a single SQL query, without using the FOR XML clause.
A Common Table Expression is used to recursively concatenate the results.
-- rank locations by incrementing lexicographical order
WITH RankedLocations AS (
SELECT
VehicleID,
City,
ROW_NUMBER() OVER (
PARTITION BY VehicleID
ORDER BY City
) Rank
FROM
Locations
),
-- concatenate locations using a recursive query
-- (Common Table Expression)
Concatenations AS (
-- for each vehicle, select the first location
SELECT
VehicleID,
CONVERT(nvarchar(MAX), City) Cities,
Rank
FROM
RankedLocations
WHERE
Rank = 1
-- then incrementally concatenate with the next location
-- this will return intermediate concatenations that will be
-- filtered out later on
UNION ALL
SELECT
c.VehicleID,
(c.Cities + ', ' + l.City) Cities,
l.Rank
FROM
Concatenations c -- this is a recursion!
INNER JOIN RankedLocations l ON
l.VehicleID = c.VehicleID
AND l.Rank = c.Rank + 1
),
-- rank concatenation results by decrementing length
-- (rank 1 will always be for the longest concatenation)
RankedConcatenations AS (
SELECT
VehicleID,
Cities,
ROW_NUMBER() OVER (
PARTITION BY VehicleID
ORDER BY Rank DESC
) Rank
FROM
Concatenations
)
-- main query
SELECT
v.VehicleID,
v.Name,
c.Cities
FROM
Vehicles v
INNER JOIN RankedConcatenations c ON
c.VehicleID = v.VehicleID
AND c.Rank = 1