Prueba este:
DECLARE @tbl TABLE (
Id INT
,[Name] VARCHAR(20)
,ParentId INT
)
INSERT INTO @tbl( Id, Name, ParentId )
VALUES
(1, 'Europe', NULL)
,(2, 'Asia', NULL)
,(3, 'Germany', 1)
,(4, 'UK', 1)
,(5, 'China', 2)
,(6, 'India', 2)
,(7, 'Scotland', 4)
,(8, 'Edinburgh', 7)
,(9, 'Leith', 8)
;
WITH abcd
AS (
-- anchor
SELECT id, [Name], ParentID,
CAST(([Name]) AS VARCHAR(1000)) AS "Path"
FROM @tbl
WHERE ParentId IS NULL
UNION ALL
--recursive member
SELECT t.id, t.[Name], t.ParentID,
CAST((a.path + '/' + t.Name) AS VARCHAR(1000)) AS "Path"
FROM @tbl AS t
JOIN abcd AS a
ON t.ParentId = a.id
)
SELECT * FROM abcd
