<p>I have a table <code>UserAliases</code> (<code>UserId, Alias</code>) with multiple aliases per user. I need to query it and return all aliases for a given user, the trick is to return them all in one column.</p>

<p>Example:</p>

<pre><code>UserId/Alias  
1/MrX  
1/MrY  
1/MrA  
2/Abc  
2/Xyz
</code></pre>

<p>I want the query result in the following format:</p>

<pre><code>UserId/Alias  
1/ MrX, MrY, MrA  
2/ Abc, Xyz
</code></pre>

<p>Thank you.</p>

<p>I'm using SQL Server 2005.</p>

<p>p.s. actual T-SQL query would be appreciated :)</p>

group_concat() sounds like what you're looking for.
http://dev.mysql.com/doc/refman/5.0/en/group-by-functions.html#function_group-concat
since you're on mssql, i just googled "group_concat mssql" and found a bunch of hits to recreate group_concat functionality.  here's one of the hits i found:
http://www.stevenmapes.com/index.php?/archives/23-Recreating-MySQL-GROUP_CONCAT-In-MSSQL-Cross-Tab-Query.html