A csv list can also be generated using "FOR XML"

I rewrote the final query using this method:

SELECT OfficeID, 
       (SELECT TOP(1)
               C.StateAbbr
          FROM dbo.OfficeCounty OC
         INNER JOIN dbo.County C
                 ON C.CountyId = OC.CountyID
         WHERE OC.OfficeID = O.OfficeID) AS StateAbbr,
         STUFF((SELECT ',' + CountyName
                  FROM dbo.OfficeCounty OC
                 INNER JOIN dbo.County C
                         ON C.CountyId = OC.CountyID
                 WHERE OC.OfficeID = O.OfficeID
                 ORDER BY CountyName
                 FOR XML PATH('')),1,1,'') AS countrynames
  FROM dbo.Office O
 ORDER BY 2