SQL Server 2008:Contar el número de claves en múltiples rangos de fechas

SELECT COUNT(*),  Year(pm.order_dts) as Year
FROM dm.medications pm
WHERE Year(pm.order_dts) between 1996 AND 2008
group by Year(pm.order_dts)

Si lo quiere todo en una fila, puede hacer:

SELECT 
    sum(case when Year(pm.order_dts) = 1996 then 1 end) as Count1996,
    sum(case when Year(pm.order_dts) = 1997 then 1 end) as Count1997,
    sum(case when Year(pm.order_dts) = 1998 then 1 end) as Count1998,
    sum(case when Year(pm.order_dts) = 1999 then 1 end) as Count1999,
    sum(case when Year(pm.order_dts) = 2000 then 1 end) as Count2000,
    sum(case when Year(pm.order_dts) = 2001 then 1 end) as Count2001,
    sum(case when Year(pm.order_dts) = 2002 then 1 end) as Count2002,
    sum(case when Year(pm.order_dts) = 2003 then 1 end) as Count2003,
    sum(case when Year(pm.order_dts) = 2004 then 1 end) as Count2004,
    sum(case when Year(pm.order_dts) = 2005 then 1 end) as Count2005,
    sum(case when Year(pm.order_dts) = 2006 then 1 end) as Count2006,
    sum(case when Year(pm.order_dts) = 2007 then 1 end) as Count2007,
    sum(case when Year(pm.order_dts) = 2008 then 1 end) as Count2008
FROM dm.medications pm