Selecting data from two different servers in SQL Server

Question

How can I select data in the same query from two different databases that are on two different servers in SQL Server?

Answer 1

These are all fine answers, but this one is missing and it has it's own powerful uses. Possibly it doesn't fit what the OP wanted, but the question was vague and I feel others may find their way here. Basically you can use 1 window to simultaneously run a query against multiple servers, here's how:

In SSMS open Registered Servers and create a New Server Group under Local Server Groups.

Under this group create New Server Registration for each server you wish to query. If the DB names are different ensure to set a default for each in the properties.

Now go back to the Group you created in the first step, right click and select New Query. A new query window will open and any query you run will be executed on each server in the group. The results are presented in a single data set with an extra column name indicating which server the record came from. If you use the status bar you will note the server name is replaced with multiple.