Consulta de SQL Server:uso de JOIN para incluir valores NULL

Para devolver o producir NULL valores tendrá que usar LEFT JOIN s.

Entonces, su consulta debería ser algo como:

SELECT 
     a.ReservationStayID AS 'Reservation Id'
    ,a.PMSConfirmationNumber AS 'PMS No'
    ,a.CreatedOn AS 'Date Created'
    ,a.ArrivalDate AS 'Date of Arrival'
    ,a.DepartureDate AS 'Date of Departure'
    ,a.TAProfileID AS 'TA Id'
    ,a.StatusCode AS 'Status'
    ,b.PropertyCode AS 'Hotel'
    ,c.NAME AS 'Travel Agency'
    ,c.CountryCode AS 'Market Code'
    ,d.CountryName AS 'Mkt'
FROM ReservationStay a
    INNER JOIN GuestStaySummary b ON a.ReservationStayID = b.ReservationStayID
    LEFT JOIN TravelAgency c ON a.TAProfileID = c.TravelAgencyID
    LEFT JOIN Market d ON c.CountryCode = d.CountryCode