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Recursive CTE

With T As
( Select    1 N -- first/base action
Union All
Select    N+1
From    T
Where    N < 10 -- number of times to repeat the action
)
Select    * From    T
Option (MaxRecursion 0);


An example: Get a list of all of the letters:
With T As
(
Select N'a' Letter, -- first letter
N'bcdefghijklmnopqrstuvwxyz' Letters
Union All
Select LEFT(Letters, 1) Letter, 
RIGHT(Letters, len(Letters)-1) Letters
From T
Where len(Letters)>0
)
Select Letter
From    T
Option (MaxRecursion 0);