[sql-server] Get a list of dates between two dates using a function

Try something like this:

CREATE FUNCTION dbo.ExplodeDates(@startdate datetime, @enddate datetime)
returns table as
return (
with 
 N0 as (SELECT 1 as n UNION ALL SELECT 1)
,N1 as (SELECT 1 as n FROM N0 t1, N0 t2)
,N2 as (SELECT 1 as n FROM N1 t1, N1 t2)
,N3 as (SELECT 1 as n FROM N2 t1, N2 t2)
,N4 as (SELECT 1 as n FROM N3 t1, N3 t2)
,N5 as (SELECT 1 as n FROM N4 t1, N4 t2)
,N6 as (SELECT 1 as n FROM N5 t1, N5 t2)
,nums as (SELECT ROW_NUMBER() OVER (ORDER BY (SELECT 1)) as num FROM N6)
SELECT DATEADD(day,num-1,@startdate) as thedate
FROM nums
WHERE num <= DATEDIFF(day,@startdate,@enddate) + 1
);

You then use:

SELECT *
FROM dbo.ExplodeDates('20090401','20090531') as d;

Edited (after the acceptance):

Please note... if you already have a sufficiently large nums table then you should use:

CREATE FUNCTION dbo.ExplodeDates(@startdate datetime, @enddate datetime)
returns table as
return (
SELECT DATEADD(day,num-1,@startdate) as thedate
FROM nums
WHERE num <= DATEDIFF(day,@startdate,@enddate) + 1
);

And you can create such a table using:

CREATE TABLE dbo.nums (num int PRIMARY KEY);
INSERT dbo.nums values (1);
GO
INSERT dbo.nums SELECT num + (SELECT COUNT(*) FROM nums) FROM nums
GO 20

These lines will create a table of numbers containing 1M rows... and far quicker than inserting them one by one.

You should NOT create your ExplodeDates function using a function that involves BEGIN and END, as the Query Optimizer becomes unable to simplify the query at all.