Я думаю, что это легко ...
;WITH Lastdt AS
(
SELECT database_name, backup_finish_date,
ROW_NUMBER() OVER (PARTITION BY database_name ORDER BY backup_finish_date desc, database_name) AS 'RowNumber'
FROM bckHist
)
SELECT database_name, backup_finish_date
FROM Lastdt
WHERE RowNumber = '1'