I know I\'ve done this before years ago, but I can\'t remember the syntax, and I can\'t find it anywhere due to pulling up tons of help docs and articles about \"bulk import
INSERT INTO dbo.MyTable (ID, Name)
SELECT 123, 'Timmy'
UNION ALL
SELECT 124, 'Jonny'
UNION ALL
SELECT 125, 'Sally'
For SQL Server 2008, can do it in one VALUES clause exactly as per the statement in your question (you just need to add a comma to separate each values statement)...