Combining the Dictionary approach from Tim with the variant array from Jean_Francois below.
The array you want is in objDict.keys
Sub A_Unique_B()
Dim X
Dim objDict As Object
Dim lngRow As Long
Set objDict = CreateObject("Scripting.Dictionary")
X = Application.Transpose(Range([a1], Cells(Rows.Count, "A").End(xlUp)))
For lngRow = 1 To UBound(X, 1)
objDict(X(lngRow)) = 1
Next
Range("B1:B" & objDict.Count) = Application.Transpose(objDict.keys)
End Sub