Вы можете использовать CTE для достижения этой цели.
DECLARE @StartDate DATETIME
DECLARE @EndDate DATETIME
SET @StartDate = '2011-02-20'
SET @EndDate = '2011-02-25'
;WITH GetDates AS
(
SELECT 1 as counter, @StartDate AS Date
UNION ALL
SELECT counter + 1, DATEADD( day, counter, @StartDate )
FROM GetDates
WHERE DATEADD( day, counter, @StartDate ) <= @EndDate
)
SELECT Date FROM GetDates