Here are some other approaches you can take.
1. CTE with union:
;WITH cte AS (SELECT a, b, c FROM table1)
SELECT a AS val FROM cte
UNION SELECT b AS val FROM cte
UNION SELECT c AS val FROM cte;
2. CTE with unpivot:
;WITH cte AS (SELECT a, b, c FROM table1)
SELECT DISTINCT val
FROM cte
UNPIVOT (val FOR col IN (a, b, c)) u;