¿Es posible concatenar valores de columna en una cadena usando CTE?

No lo recomiendo, pero me las arreglé para resolverlo.

Mesa:

CREATE TABLE [dbo].[names](
    [id] [int] NULL,
    [myId] [int] NULL,
    [name] [char](25) NULL
) ON [PRIMARY]

Datos:

INSERT INTO names values (1,3,'Bob')
INSERT INTO names values 2,3,'Chet')
INSERT INTO names values 3,3,'Dave')
INSERT INTO names values 4,4,'Jim')
INSERT INTO names values 5,4,'Jose')
INSERT INTO names values 6,5,'Nick')

Consulta:

WITH CTE (id, myId, Name, NameCount)
     AS (SELECT id,
                myId,
                Cast(Name AS VARCHAR(225)) Name,
                1                          NameCount
         FROM   (SELECT Row_number() OVER (PARTITION BY myId ORDER BY myId) AS id,
                        myId,
                        Name
                 FROM   names) e
         WHERE  id = 1
         UNION ALL
         SELECT e1.id,
                e1.myId,
                Cast(Rtrim(CTE.Name) + ',' + e1.Name AS VARCHAR(225)) AS Name,
                CTE.NameCount + 1                                     NameCount
         FROM   CTE
                INNER JOIN (SELECT Row_number() OVER (PARTITION BY myId ORDER BY myId) AS id,
                                   myId,
                                   Name
                            FROM   names) e1
                  ON e1.id = CTE.id + 1
                     AND e1.myId = CTE.myId)
SELECT myID,
       Name
FROM   (SELECT myID,
               Name,
               (Row_number() OVER (PARTITION BY myId ORDER BY namecount DESC)) AS id
        FROM   CTE) AS p
WHERE  id = 1 

Según lo solicitado, aquí está el método XML:

SELECT myId,
       STUFF((SELECT ',' + rtrim(convert(char(50),Name))
        FROM   namestable b
        WHERE  a.myId = b.myId
        FOR XML PATH('')),1,1,'') Names
FROM   namestable a
GROUP BY myId