Możesz użyć rekurencyjnego CTE .
declare @T table(ID int, Name char(1), Parent int);
insert into @T values
(1 ,'A' ,NULL),
(2 ,'B' ,NULL),
(3 ,'C' ,1),
(4 ,'D' ,1),
(5 ,'E' ,3),
(6 ,'F' ,5);
with C as
(
select ID,
Name,
Parent,
cast('' as varchar(max)) as ParentNames
from @T
where parent is null
union all
select T.ID,
T.Name,
T.Parent,
C.ParentNames + ' > ' + C.Name
from @T as T
inner join C
on C.ID = T.Parent
)
select ID,
Name,
stuff(ParentNames, 1, 3, '') as ParentNames
from C;