Try this query
SELECT v.VehicleId, v.Name, ll.LocationList
FROM Vehicles v
LEFT JOIN
(SELECT
DISTINCT
VehicleId,
REPLACE(
REPLACE(
REPLACE(
(
SELECT City as c
FROM Locations x
WHERE x.VehicleID = l.VehicleID FOR XML PATH('')
),
'',', '
),
'',''
),
'', ''
) AS LocationList
FROM Locations l
) ll ON ll.VehicleId = v.VehicleId