Here is another way to it:
WITH CTE AS
(
SELECT
name as TableName,
object_id
FROM sys.tables WHERE schema_id = schema_id('dbo')
)
SELECT TableName,
CommaList = STUFF((
SELECT ',' + c.name
FROM sys.columns c
WHERE c.object_id = CTE.object_id
ORDER BY c.column_id
FOR XML PATH(''),TYPE).value('.','varchar(max)'),1,1,'')
FROM CTE
ORDER BY Tablename;