So I have this similar request
WITH customers_in_usa AS ( SELECT customerName, state FROM customers WHERE
MySQL doesn't support common table expressions and WITH syntax until version 8.0.1.
WITH
Version 8.0 is still not production-ready as I write this (but it's in Release Candidate status, so it'll be GA pretty soon).
Update: MySQL 8.0 released its first GA version 8.0.11 on 2018-04-19.