If you want a comma separated list of the numbers use a quirky update syntax (or a FOR XML, which performs better but is more complicated).

Here the quirky update:

DECLARE @Month DATETIME

SELECT @Month = '2009-02-01'

DECLARE @Ret VARCHAR(200)

; WITH

t1 AS (SELECT 1 N UNION ALL SELECT 1 N), -- 2

t2 AS (SELECT 1 N FROM t1 x, t1 y), -- 4

t3 AS (SELECT 1 N FROM t2 x, t2 y), -- 16

Tally AS (SELECT ROW_NUMBER() OVER (ORDER BY (SELECT NULL)) N FROM t3 x, t3 y) -- 256

SELECT

@Ret = ISNULL(@Ret + ', ', '') + CONVERT(VARCHAR(4), N)

--N

FROM Tally

WHERE

N <= DATEDIFF(DAY, @Month, DATEADD(MONTH, 1, @Month))

PRINT @Ret

No real table, no storage, just numbers :hehe: