Recursive function in sql server 2005?

Search for "common table expressions." See also this link

Update Adding example from the above-referenced link:

;WITH Fibonacci(n, f, f1)
AS (
        -- This is the anchor part
        -- Initialize level to 1 and set the first two values as per definition
        SELECT  CAST(1 AS BIGINT),
                CAST(0 AS BIGINT),
                CAST(1 AS BIGINT)

        UNION ALL

        -- This is the recursive part
        -- Calculate the next Fibonacci value using the previous two values
        -- Shift column (place) for the sum in order to accomodate the previous
        -- value too because next iteration need them both
        SELECT  n + 1,
                f + f1,
                f
        FROM    Fibonacci
        -- Stop at iteration 93 because we than have reached maximum limit
        -- for BIGINT in Microsoft SQL Server
        WHERE   n < 93
)
-- Now the easy presentation part
SELECT  n,
        f AS Number
FROM    Fibonacci

For CTE query recursion see this link. https://web.archive.org/web/20210927200924/http://www.4guysfromrolla.com/webtech/071906-1.shtml

For TSQL procedure/function recursion see this link http://msdn.microsoft.com/en-us/library/aa175801%28SQL.80%29.aspx