Simulando a função group_concat MySQL no Microsoft SQL Server 2005?

Nenhuma maneira fácil de fazer isso. Muitas ideias por aí, no entanto.

Melhor que encontrei:

SELECT table_name, LEFT(column_names , LEN(column_names )-1) AS column_names
FROM information_schema.columns AS extern
CROSS APPLY
(
    SELECT column_name + ','
    FROM information_schema.columns AS intern
    WHERE extern.table_name = intern.table_name
    FOR XML PATH('')
) pre_trimmed (column_names)
GROUP BY table_name, column_names;

Ou uma versão que funcione corretamente se os dados contiverem caracteres como <

WITH extern
     AS (SELECT DISTINCT table_name
         FROM   INFORMATION_SCHEMA.COLUMNS)
SELECT table_name,
       LEFT(y.column_names, LEN(y.column_names) - 1) AS column_names
FROM   extern
       CROSS APPLY (SELECT column_name + ','
                    FROM   INFORMATION_SCHEMA.COLUMNS AS intern
                    WHERE  extern.table_name = intern.table_name
                    FOR XML PATH(''), TYPE) x (column_names)
       CROSS APPLY (SELECT x.column_names.value('.', 'NVARCHAR(MAX)')) y(column_names)