DECLARE @t TABLE(PERSON CHAR(6), DT DATE, SHIFTTYPE VARCHAR(8))
INSERT INTO @t(PERSON, DT, SHIFTTYPE)
VALUES
('000001','20121001','WORKING'),
('000001','20121002','SICK'),
('000001','20121003','SICK'),
('000001','20121004','DAYOFF'),
('000001','20121005','SICK'),
('000001','20121006','WORKING'),
('000001','20121007','WORKING'),
('000001','20121008','SICK'),
('000001','20121009','SICK');

WITH CTE AS (
SELECT PERSON, DT, SHIFTTYPE,
       ROW_NUMBER() OVER(PARTITION BY PERSON ORDER BY DT) AS rn1,
       ROW_NUMBER() OVER(PARTITION BY PERSON, CASE WHEN SHIFTTYPE='WORKING' THEN 1 ELSE 0 END ORDER BY DT) AS rn2
FROM @t)
SELECT PERSON,
       MIN(DT) AS FromDT,
       MAX(DT) AS ToDT
FROM CTE
WHERE SHIFTTYPE<>'WORKING'
GROUP BY PERSON,rn1-rn2
ORDER BY PERSON,MIN(rn1);