Glad most folks liked it. Here is the actual code (you'll have to remove the *'s around amp to make it work):

WITH cteData (ID, Colors) AS

(SELECT1, 'Blue'

UNION

SELECT2, 'Red'

UNION

SELECT3, 'Yellow'

UNION

SELECT4, 'Gray'

UNION

SELECT1, 'Purple'

UNION

SELECT2, 'Orange'

UNION

SELECT3, 'Green'

UNION

SELECT4, 'Black & White')

SELECTREPLACE(STUFF((SELECT ', ' + d.Colors

FROM [cteData] d

WHERE c.[ID] = d.[ID]

ORDER BY [d].[Colors]

FOR XML PATH('')),1,1,''), '&*amp*;', '&') [ColorList]

FROM[cteData] c

GROUP BY c.[ID]

ORDER BY c.[ID]