Como encontrar linhas consecutivas com base no valor de uma coluna?

Tente isso

WITH cte
AS
(
    SELECT *,COUNT(1) OVER(PARTITION BY cnt) pt  FROM
    (
        SELECT tt.*
           ,(SELECT COUNT(id) FROM t WHERE data <= 10 AND ID < tt.ID) AS cnt
        FROM  t tt
        WHERE data > 10
    ) t1
)

SELECT id, [when], data FROM cte WHERE pt >= 3

Demonstração do SQL FIDDLE

SAÍDA

id  when                    data
2   2013-08-02 00:00:00.000 121
3   2013-08-03 00:00:00.000 132
4   2013-08-04 00:00:00.000 15
6   2013-08-06 00:00:00.000 1435
7   2013-08-07 00:00:00.000 143
8   2013-08-08 00:00:00.000 18
9   2013-08-09 00:00:00.000 19

EDITAR

Primeiro, a consulta interna conta o número de registros em que os dados <=10

SELECT tt.*
     ,(SELECT COUNT(id) FROM t WHERE data <= 10 AND ID < tt.ID) AS cnt
FROM  t tt

saída

id  when                    data   cnt
1   2013-08-01 00:00:00.000 1       1
2   2013-08-02 00:00:00.000 121     1
3   2013-08-03 00:00:00.000 132     1
4   2013-08-04 00:00:00.000 15      1
5   2013-08-05 00:00:00.000 9       2
6   2013-08-06 00:00:00.000 1435    2
7   2013-08-07 00:00:00.000 143     2
8   2013-08-08 00:00:00.000 18      2
9   2013-08-09 00:00:00.000 19      2
10  2013-08-10 00:00:00.000 1       3
11  2013-08-11 00:00:00.000 1234    3
12  2013-08-12 00:00:00.000 124     3
13  2013-08-13 00:00:00.000 6       4

Em seguida, filtramos os registros com dados> 10

WHERE data > 10

Agora contamos os registros particionando a coluna cnt

SELECT *,COUNT(1) OVER(PARTITION BY cnt) pt  FROM
(
    SELECT tt.*
        ,(SELECT COUNT(id) FROM t WHERE data <= 10 AND ID < tt.ID) AS cnt
    FROM  t tt
    WHERE data > 10
) t1

Saída

id  when    data                   cnt  pt
2   2013-08-02 00:00:00.000 121     1   3
3   2013-08-03 00:00:00.000 132     1   3
4   2013-08-04 00:00:00.000 15      1   3
6   2013-08-06 00:00:00.000 1435    2   4
7   2013-08-07 00:00:00.000 143     2   4
8   2013-08-08 00:00:00.000 18      2   4
9   2013-08-09 00:00:00.000 19      2   4
11  2013-08-11 00:00:00.000 1234    3   2
12  2013-08-12 00:00:00.000 124     3   2

A consulta acima é colocada em cte como tabela temporária

Agora selecione os registros que estão tendo a contagem consecutiva>=3

SELECT id, [when], data FROM cte WHERE pt >= 3

OUTRA SOLUÇÃO

;WITH partitioned AS (
  SELECT *, id - ROW_NUMBER() OVER (ORDER BY id) AS grp
  FROM t
  WHERE data > 10
),
counted AS (
  SELECT *, COUNT(*) OVER (PARTITION BY grp) AS cnt
  FROM partitioned
)

SELECT id, [when], data
FROM counted
WHERE cnt >= 3

URL de referência

Demonstração do SQL FIDDLE