--> 测试数据：[test]
if object_id('[test]') is not null 
drop table [test]
create table [test](
[zuhao] int,
[danweibianhao] varchar(1),
[danweimingcheng] varchar(5)
)
go
insert [test]
select 1,'A','A公司' union all
select 1,'B','B公司' union all
select 2,'C','C公司' union all
select 2,'D','D公司' union all
select 2,'E','E公司' union all
select 3,'F','F公司' union all
select 3,'G','G公司'
go

SELECT distinct a.[zuhao],
[danweibianhao]=STUFF((SELECT ','+[danweibianhao] 
FROM [test] b
WHERE a.zuhao=b.zuhao FOR XML PATH('')),1,1,''),
[danweimingcheng]=STUFF((SELECT ','+[danweimingcheng] 
FROM [test] b
WHERE a.zuhao=b.zuhao FOR XML PATH('')),1,1,'')
FROM [test]  a
GROUP BY a.zuhao,[danweibianhao]
/*
zuhao    danweibianhao    danweimingcheng
-----------------------------------------------
1    A,B    A公司,B公司
2    C,D,E    C公司,D公司,E公司
3    F,G    F公司,G公司
*/

------解决方案--------------------
SQL code
--> 测试数据：[tb]
IF OBJECT_ID('[tb]') IS NOT NULL DROP TABLE [tb]
GO 
CREATE TABLE [tb]([zuhao] INT,[danweibianhao] VARCHAR(1),[danweimingcheng] VARCHAR(5))
INSERT [tb]
SELECT 1,'A','A公司' UNION ALL
SELECT 1,'B','B公司' UNION ALL
SELECT 2,'C','C公司' UNION ALL
SELECT 2,'D','D公司' UNION ALL
SELECT 2,'E','E公司' UNION ALL
SELECT 3,'F','F公司' UNION ALL
SELECT 3,'G','G公司'
--------------开始查询--------------------------

SELECT [zuhao], 
danweibianhao=STUFF((SELECT ','+danweibianhao FROM [tb] WHERE [zuhao]=t.[zuhao] FOR XML PATH('')),1,1,''),
danweimingcheng=STUFF((SELECT ','+danweimingcheng FROM [tb] WHERE [zuhao]=t.[zuhao] FOR XML PATH('')),1,1,'')
FROM [tb] AS t
GROUP BY [zuhao] 
----------------结果----------------------------
/* 
zuhao       danweibianhao       danweimingcheng
----------- ---------------------------------------
1           A,B                  A公司,B公司
2           C,D,E                C公司,D公司,E公司
3           F,G                  F公司,G公司

(3 行受影响)


*/