Mun's answer didn't work for me so I made some changes to that answer to get it to work. Hope this helps someone.
Using SQL Server 2012:
SELECT [VehicleID]
, [Name]
, STUFF((SELECT DISTINCT ',' + CONVERT(VARCHAR,City)
FROM [Location]
WHERE (VehicleID = Vehicle.VehicleID)
FOR XML PATH ('')), 1, 2, '') AS Locations
FROM [Vehicle]