DECLARE @table TABLE (
    Col1 INT,
    Col2 INT);

INSERT INTO @table (Col1, Col2)
SELECT 1, 1 UNION ALL
SELECT 1, 2 UNION ALL
SELECT 1, 5 UNION ALL
SELECT 1, 10 UNION ALL
SELECT 3, 1 UNION ALL
SELECT 3, 5 UNION ALL
SELECT 3, 10 UNION ALL
SELECT 3, 15;

WITH cte AS 
(
SELECT DISTINCT Col1
FROM @table
)
SELECT Col1,
       CS = STUFF((SELECT ',' + CONVERT(VARCHAR(10), Col2)
                   FROM @table t1
                   WHERE t1.col1 = cte.Col1
                   ORDER BY Col2
                   FOR XML PATH(''), TYPE).value('.','varchar(max)'),
                 1, 1, '')
FROM cte
ORDER BY Col1;