Here's another way:
SELECT p.ProductID, MAX(x.OrderList)
FROM @OrderDetail p
CROSS APPLY (
SELECT STUFF(
(SELECT ',' + CAST(o.OrderID AS varchar(5))
FROM @OrderDetail o
WHERE o.ProductID = p.ProductID
ORDER BY o.OrderID
FOR XML PATH(''))
, 1, 1, ' ') AS OrderList
) x
GROUP BY p.ProductID
HAVING COUNT(*) > 1
For fast, accurate and documented assistance in answering your questions, please read this article.
Understanding and using APPLY, (I) and (II) Paul White
Hidden RBAR: Triangular Joins / The "Numbers" or "Tally" Table: What it is and how it replaces a loop Jeff Moden