Oh, shoot. My apologies. I lost track of this thread. Here's the solution given the file name pattern you posted. I hope I'm not too terribly late with it.

DROP TABLE #File

GO

--===== Create a holding table for the file names

CREATE TABLE #File

(

FileName SYSNAME,

Depth TINYINT,

IsFile TINYINT

)

;

--===== Capture the names in the desired directory

-- (Change "C:\Temp" to the directory of your choice)

INSERT INTO #File

(FileName, Depth, IsFile)

EXEC xp_DirTree 'C:\Temp\',1,1

;

--===== Find the latest file using the "constant" characters

-- in the file name and the ISO style date.

SELECT TOP 1

FileName

FROM #File

WHERE IsFile = 1

AND FileName LIKE 'MyDB__20[0-9][0-9][0-1][0-9][0-3][0-9]__[0-2][0-9][0-5][0-9].bak' ESCAPE '_'

ORDER BY FileName DESC

;