I have a query which outputs something like this:
+-------+----+--------------+
| F_KEY | EV | OTHER_COLUMN |
+-------+----+--------------+
| 100   | 1  | ..         
        Look into using FOR XML PATH, you can convert it use the xml string just like a varchar, this supports a seperating character/expression as well. It will go at the end of your query but will most likely require you to use a subquery structure.
You can probably use the technique described here. (Full disclosure: that's my blog.) It talks about generating concatenated strings in T-SQL, without use of cursors.
here is the best concatenation method, it will not expand special characters like other XML methods:
--Concatenation with FOR XML & eliminating control/encoded char expansion "& < >"
set nocount on;
declare @YourTable table (RowID int, HeaderValue int, ChildValue varchar(5))
insert into @YourTable VALUES (1,1,'CCC')
insert into @YourTable VALUES (2,2,'B<&>B')
insert into @YourTable VALUES (3,2,'AAA')
insert into @YourTable VALUES (4,3,'<br>')
insert into @YourTable VALUES (5,3,'A & Z')
set nocount off
SELECT
    t1.HeaderValue
        ,STUFF(
                   (SELECT
                        ', ' + t2.ChildValue
                        FROM @YourTable t2
                        WHERE t1.HeaderValue=t2.HeaderValue
                        ORDER BY t2.ChildValue
                        FOR XML PATH(''), TYPE
                   ).value('.','varchar(max)')
                   ,1,2, ''
              ) AS ChildValues
    FROM @YourTable t1
    GROUP BY t1.HeaderValue
OUTPUT:
HeaderValue ChildValues
----------- ---------------
1           CCC
2           AAA, B<&>B
3           <br>, A & Z
(3 row(s) affected)
                                                                        You can do it easily enough with a function: Assumes you are going to be searching the same column/table all the time. Dynamic SQL needed if you want to be able to vary the columns/tables
CREATE FUNCTION [dbo].[fn_recursion]
(@F_KEY int)  
RETURNS varchar(2000) AS 
BEGIN 
    DECLARE @ReturnVal Varchar(2000)
    SELECT @ReturnVal = COALESCE(@ReturnVal + ', ', '') + EV
    FROM TABLE2 
    WHERE @F_KEY = @F_KEY
    RETURN ISNULL(@ReturnVal,'')
END
GO
SELECT
    F_KEY,
    EV = [dbo].[fn_recursion](F_KEY),
    OTHER_COLUMN
FROM
    TABLE1
JOIN
    TABLE2 ON F_KEY = TABLE2.ID
WHERE
    EVENT_TIME BETWEEN '2011-01-01 00:00:00.000' AND '2011-12-31 23:59:59.999'
ORDER BY
    EVENT_TIME ASC
GO
DROP FUNCTION [dbo].[fn_recursion]
GO