Sample data, in case anyone else wants to have a go: -

SELECT [MemberId(F.K)], [Event], [Event Date]

INTO #yourTable

FROM (VALUES(1, 'Test Event1', '2012-03-20 05:39:51'),

(1, 'Test Event1', '2012-03-21 05:39:51'),

(1, 'Test Event1', '2012-03-22 05:39:51'),

(3, 'Test Event3', '2012-03-23 05:39:51'),

(2, 'Test Event2', '2012-03-24 05:39:51'),

(2, 'Test Event2', '2012-03-19 05:39:51'),

(1, 'Test Event1', '2012-03-23 05:49:51'),

(3, 'Test Event3', '2012-03-23 05:49:51'),

(4, 'Test Event4', '2012-03-27 05:39:51'),

(3, 'Test Event3', '2012-03-21 05:39:51')

)a([MemberId(F.K)], [Event], [Event Date]);

Solution: -

SELECT [MemberId(F.K)], [Event], [Event Date]

FROM #yourTable a

WHERE [Event Date] IN (SELECT TOP 2 [Event Date]

FROM #yourTable b

WHERE a.[MemberId(F.K)] = b.[MemberId(F.K)] AND a.[Event Date] <= b.[Event Date]

ORDER BY [Event Date] DESC

);

Be aware that this is infinitely worse than using the ROW_NUMBER function.