Update: Ms SQL Server 2017+, Azure SQL Database
You can use: STRING_AGG
.
Usage is pretty simple for OP's request:
SELECT id, STRING_AGG(name, ', ') AS names
FROM some_table
GROUP BY id
Well my old non-answer got rightfully deleted (left in-tact below), but if anyone happens to land here in the future, there is good news. They have implimented STRING_AGG() in Azure SQL Database as well. That should provide the exact functionality originally requested in this post with native and built in support. @hrobky mentioned this previously as a SQL Server 2016 feature at the time.
--- Old Post: Not enough reputation here to reply to @hrobky directly, but STRING_AGG looks great, however it is only available in SQL Server 2016 vNext currently. Hopefully it will follow to Azure SQL Datababse soon as well..