if object_id('[TB]') is not null drop table [TB]
go
create table [TB] (班级 int,姓名 nvarchar(6))
insert into [TB]
select 1,'张德江' union all
select 1,'黎明' union all
select 1,'钟文' union all
select 5,'刘进' union all
select 8,'陈明明'

select '第'+CONVERT(VARCHAR,班级)+'班' AS 班级, [姓名]='('+stuff((select ','+[姓名] from tb t where 班级=tb.班级 for xml path('')), 1, 1, '') +')'
from tb 
group by 班级

/*
班级                                 姓名
---------------------------------- ----------------------------------------------------------------------------------------------------------------
第1班                                (张德江,黎明,钟文)
第5班                                (刘进)
第8班                                (陈明明)

(3 行受影响)*/

------解决方案--------------------
SQL code
SELECT  case when a.班级='1' then '第1班' when a.班级='5' then '第5班' when a.班级='8' then '第8班' end  班级 ,
           姓名 = STUFF(( SELECT ',' +姓名
                        FROM   students 
                        WHERE  班级= a.班级
                      FOR
                        XML PATH('')
                      ), 1, 1, '')
   FROM    students a
   GROUP BY case when a.班级='1' then '第1班' when a.班级='5' then '第5班' when a.班级='8' then '第8班' end