[sql] How to use order by with union all in sql?

I tried the sql query given below:

SELECT * FROM (SELECT * 
FROM TABLE_A ORDER BY COLUMN_1)DUMMY_TABLE
UNION ALL 
SELECT * FROM TABLE_B 

It results in the following error:

The ORDER BY clause is invalid in views, inline functions, derived tables, subqueries, and common table expressions, unless TOP or FOR XML is also specified.

I need to use order by in union all. How do I accomplish this?

Not an OP direct response, but I thought I would jimmy in here responding to the the OP's ERROR messsage, which may point you in another direction entirely!

All these answers are referring to an overall ORDER BY once the record set has been retrieved and you sort the lot.

What if you want to ORDER BY each portion of the UNION independantly, and still have them "joined" in the same SELECT?

SELECT pass1.* FROM 
 (SELECT TOP 1000 tblA.ID, tblA.CustomerName 
  FROM TABLE_A AS tblA ORDER BY 2) AS pass1
UNION ALL 
SELECT pass2.* FROM 
  (SELECT TOP 1000 tblB.ID, tblB.CustomerName 
   FROM TABLE_B AS tblB ORDER BY 2) AS pass2

Note the TOP 1000 is an arbitary number. Use a big enough number to capture all of the data you require.

Select 'Shambhu' as ShambhuNewsFeed,Note as [News Fedd],NotificationId
from Notification with(nolock) where DesignationId=@Designation 
Union All 
Select 'Shambhu' as ShambhuNewsFeed,Note as [Notification],NotificationId
from Notification with(nolock) 
where DesignationId=@Designation 
order by NotificationId desc

select CONCAT(Name, '(',substr(occupation, 1, 1), ')') AS f1
from OCCUPATIONS
union
select temp.str AS f1 from 
(select count(occupation) AS counts, occupation, concat('There are a total of ' ,count(occupation) ,' ', lower(occupation),'s.') As str  from OCCUPATIONS group by occupation order by counts ASC, occupation ASC
 ) As temp
 order by f1

You don't really need to have parenthesis. You can sort directly:

SELECT *, 1 AS RN FROM TABLE_A
UNION ALL 
SELECT *, 2 AS RN FROM TABLE_B
ORDER BY RN, COLUMN_1