ID parent_id name
---------------------
1 2 first
2 4 second
3 3 third
4 5 fourth
5
You can use something like this:
with parents as
(
select ID, parent_ID
from t
where parent_ID is not null
union all
select p.ID, t.parent_ID
from parents p
inner join t on p.parent_ID = t.ID
and t.parent_ID is not null
and t.ID <> t.parent_ID
)
select *
, parents = '(' + stuff
(
(
select ', ' + cast(p.parent_ID as varchar(100))
from parents p
where t.ID = p.ID
for xml path('')
), 1, 2, ''
) + ')'
from t
order by ID
SQL Fiddle with demo.
This combines two very common T-SQL techniques - using a CTE to get a hierarchy and using FOR XML PATH to get a CSV list.