How to generate a range of numbers between two numbers?

Question

I have two numbers as input from the user, like for example 1000 and 1050.

How do I generate the numbers between these two numbers, using

Answer 1

slartidan's answer can be improved, performance wise, by eliminating all references to the cartesian product and using ROW_NUMBER() instead (execution plan compared):

SELECT ROW_NUMBER() OVER (ORDER BY (SELECT NULL)) AS n FROM 
(VALUES(0),(1),(2),(3),(4),(5),(6),(7),(8),(9)) x1(x),
(VALUES(0),(1),(2),(3),(4),(5),(6),(7),(8),(9)) x2(x),
(VALUES(0),(1),(2),(3),(4),(5),(6),(7),(8),(9)) x3(x),
(VALUES(0),(1),(2),(3),(4),(5),(6),(7),(8),(9)) x4(x),
(VALUES(0),(1),(2),(3),(4),(5),(6),(7),(8),(9)) x5(x)
ORDER BY n

Wrap it inside a CTE and add a where clause to select desired numbers:

DECLARE @n1 AS INT = 100;
DECLARE @n2 AS INT = 40099;
WITH numbers AS (
    SELECT ROW_NUMBER() OVER (ORDER BY (SELECT NULL)) AS n FROM 
    (VALUES(0),(1),(2),(3),(4),(5),(6),(7),(8),(9)) x1(x),
    (VALUES(0),(1),(2),(3),(4),(5),(6),(7),(8),(9)) x2(x),
    (VALUES(0),(1),(2),(3),(4),(5),(6),(7),(8),(9)) x3(x),
    (VALUES(0),(1),(2),(3),(4),(5),(6),(7),(8),(9)) x4(x),
    (VALUES(0),(1),(2),(3),(4),(5),(6),(7),(8),(9)) x5(x)
)
SELECT numbers.n
FROM numbers
WHERE n BETWEEN @n1 and @n2
ORDER BY n