It looks like Scott almost had what you wanted. You're wanting all records where there is a duplicate, which can be restated as "All records where a duplicate exists." So, we use an EXISTS clause:

WITH Dups AS (

SELECT

bus.[Business_pk]

,[BusinessName], [Address], [Phone]

,ROW_NUMBER() OVER (PARTITION BY [BusinessName], [Address], [Phone] ORDER BY bus.[Business_pk] DESC) AS MatchRank

FROM [dbo].[TestBusiness] bus

)

SELECT *

INTO [dbo].[PossibleDuplicateBusinesses]

FROM Dups a

WHERE EXISTS (

SELECT 1

FROM Dups b

WHERE a.BusinessName = b.BusinessName

AND a.Address = b.Address

AND a.Phone = b.Phone

AND b.MatchRank > 1

);