Microsoft SQL Server equivalente a MySQL REGEXP

Aquí tienes (compilar como ensamblado SQL CLR):

using System.Collections;
using System.Text.RegularExpressions;
using Microsoft.SqlServer.Server;

public partial class UserDefinedFunctions
{
  [SqlFunction]
  public static bool RegexMatch(string expr, string regex)
  {
    return Regex.IsMatch(expr, regex);
  }

  [SqlFunction]
  public static string RegexReplace(string expr, string regex, string replace)
  {
    return Regex.Replace(expr, regex, replace);
  }

  [SqlFunction(FillRowMethodName="GetToken", 
       TableDefinition="Value nvarchar(max)")]
  public static IEnumerable RegexSplit(string expr, string regex)
  {
    return Regex.Split(expr, regex);
  }

  public static void GetToken(object row, out string str)
  {
     str = (string) row;
  }
}