If you dont have a tally table, you can utilize this code :

DECLARE @StartDATE DATETIME

SET @StartDATE = '01-01-1985'

;WITH Tens (N) AS

(

SELECT 0 N UNION ALL SELECT 0 UNION ALL SELECT 0 UNION ALL

SELECT 0 UNION ALL SELECT 0 UNION ALL SELECT 0 UNION ALL

SELECT 0 UNION ALL SELECT 0 UNION ALL SELECT 0 UNION ALL SELECT 0

),

Thousands (N) AS

(

SELECT t1.N FROM Tens t1 CROSS JOIN Tens t2 CROSS JOIN Tens t3

),

Tally AS

(

SELECT ROW_NUMBER() OVER (ORDER BY (SELECT 0)) N FROM Thousands

),

Month_Numbers ( MonthNum , Month_Name) AS

(

SELECT 1 , 'January'

UNION ALL SELECT 2 , 'February'

UNION ALL SELECT 3 , 'March'

UNION ALL SELECT 4 , 'April'

UNION ALL SELECT 5 , 'May'

UNION ALL SELECT 6 , 'June'

UNION ALL SELECT 7 , 'July'

UNION ALL SELECT 8 , 'August'

UNION ALL SELECT 9 , 'September'

UNION ALL SELECT 10 , 'October'

UNION ALL SELECT 11 , 'November'

UNION ALL SELECT 12 , 'December'

)

SELECT Nums.MonthNum , DATEPART(YY,DATEADD(M,N-1,@StartDATE)) [YEAR], DATENAME(MM,DATEADD(M,N-1,@StartDATE)) [MONTH]

FROM Tally T

JOIN Month_Numbers Nums

ON DATENAME(MM,DATEADD(M,N-1,@StartDATE)) = Nums.Month_Name

WHERE DATEPART(YY,DATEADD(M,N-1,@StartDATE)) <= YEAR(GETDATE())

The @StartDate will specify from what year your output should start.