Nice question, thanks also Oleg's script looks great. Here is something that has the same result:

DECLARE @dtFrom DATETIME

DECLARE @dtTo DATETIME

SET @dtFrom = '2010-01-01T00:00:00.000'

SET @dtTo = '2010-12-31T00:00:00.000'

DECLARE @Diff INT

SET @Diff = DATEDIFF(DAY, @dtFrom, @dtTo)

CREATE TABLE

#Dates

(

[Date] DATETIME NOT NULL PRIMARY KEY,

[SomeValueForDate] INT NOT NULL

)

CREATE TABLE #Digits(digit INT NOT NULL PRIMARY KEY);

INSERT INTO #Digits(digit)

VALUES (0),(1),(2),(3),(4),(5),(6),(7),(8),(9);

SELECT DATEADD( DAY, D3.digit * 100 + D2.digit * 10 + D1.digit , @dtFrom) AS n

FROM

#Digits AS D1

CROSS JOIN #Digits AS D2

CROSS JOIN #Digits AS D3

WHERE

D3.digit * 100 + D2.digit * 10 + D1.digit <= @Diff

ORDER BY n;

DROP TABLE #Digits

DROP TABLE #Dates