That's a really good question. I have read some useful answers here already, but probably I can add a more precise explanation.
Reducing the number of query results with a GROUP BY statement is easy as long as you don't query additional information. Let's assume you got the following table 'locations'.
--country-- --city--
France Lyon
Poland Krakow
France Paris
France Marseille
Italy Milano
Now the query
SELECT country FROM locations
GROUP BY country
will result in:
--country--
France
Poland
Italy
However, the following query
SELECT country, city FROM locations
GROUP BY country
...throws an error in MS SQL, because how could your computer know which of the three French cities "Lyon", "Paris" or "Marseille" you want to read in the field to the right of "France"?
In order to correct the second query, you must add this information. One way to do this is to use the functions MAX() or MIN(), selecting the biggest or smallest value among all candidates. MAX() and MIN() are not only applicable to numeric values, but also compare the alphabetical order of string values.
SELECT country, MAX(city) FROM locations
GROUP BY country
will result in:
--country-- --city--
France Paris
Poland Krakow
Italy Milano
or:
SELECT country, MIN(city) FROM locations
GROUP BY country
will result in:
--country-- --city--
France Lyon
Poland Krakow
Italy Milano
These functions are a good solution as long as you are fine with selecting your value from the either ends of the alphabetical (or numeric) order. But what if this is not the case? Let us assume that you need a value with a certain characteristic, e.g. starting with the letter 'M'. Now things get complicated.
The only solution I could find so far is to put your whole query into a subquery, and to construct the additional column outside of it by hands:
SELECT
countrylist.*,
(SELECT TOP 1 city
FROM locations
WHERE
country = countrylist.country
AND city like 'M%'
)
FROM
(SELECT country FROM locations
GROUP BY country) countrylist
will result in:
--country-- --city--
France Marseille
Poland NULL
Italy Milano