SELECT Поле1
FROM Таблица
GROUP BY Поле1
HAVING -SUM(Поле2=15)>0 AND -SUM(Поле2=35)>0 

HAVING SUM(case when Поле2=15 then 1 else 0 end)>0 
   AND SUM(case when Поле2=35 then 1 else 0 end)>0 

select Поле1 from Таблица where Поле2 = 15
intersect 
select Поле1 from Таблица where Поле2 = 35

declare @t table (f1 char(1), f2 int)
insert into @t values
('a', 14),
('a', 15),
('a', 35),
('b', 15),
('c', 35)

SELECT f1
FROM @t
GROUP BY f1
HAVING SUM(case when f2=15 then 1 else 0 end)>0 
   AND SUM(case when f2=35 then 1 else 0 end)>0 

f1
----
a

(1 row(s) affected)

select field1
from table
where field2 in (15, 35)
group by field1
having count(distinct field2) = 2