Ah, I see. How about:-

SELECT C1.ID, C1.[Resource]

FROM dbo.[Consumer] C1

WHERE NOT EXISTS

(SELECT ID

FROM dbo.[Consumer] C2

WHERE C2.[Resource] NOT IN ('MI','RG')

AND C2.ID = C1.ID)

AND EXISTS

(SELECT ID

FROM dbo.[Consumer] C3

WHERE C3.[Resource] = 'RG'

AND C3.ID = C1.ID)

AND EXISTS

(SELECT ID

FROM dbo.[Consumer] C4

WHERE C4.[Resource] = 'MI'

AND C4.ID = C1.ID)