DECLARE @Data AS TABLE
(
    StoreName   varchar(50) NOT NULL,
    Category    varchar(50) NOT NULL,
    Product     varchar(50) NOT NULL,
    Color       varchar(50) NOT NULL,

    PRIMARY KEY (StoreName, Category, Product, Color)
);

INSERT @Data
    (StoreName, Category, Product, Color)
VALUES
    ('My Store', 'Clothing', 'Awesome Shirt', 'White'),
    ('My Store', 'Clothing', 'Awesome Shirt', 'Green'),
    ('My Store', 'Clothing', 'Awesome Shirt', 'Blue'),
    ('My Store', 'Cars', 'Chevy Impala', 'White'),
    ('My Store', 'Cars', 'Chevy Impala', 'Black'),
    ('My Store', 'Cars', 'Chevy Impala', 'Grey');

SELECT
    d.StoreName,
    d.Category,
    d.Product,
    Colors =
        (
            SELECT
                d2.Color AS [text()]
            FROM @Data AS d2
            WHERE
                d2.StoreName = d.StoreName
                AND d2.Category = d.Category
                AND d2.Product = d.Product
            ORDER BY
                d2.Color
            FOR XML
                PATH (''), TYPE
        ).value('.[1]', 'varchar(MAX)')
FROM @Data AS d
GROUP BY 
    d.StoreName,
    d.Category,
    d.Product
ORDER BY
    d.StoreName,
    d.Category,
    d.Product;

d2.Color AS [text()]

d2.Color AS [data()]