create Table A (ID int, Name Varchar(10), SomeData int);
				
create Table B (ID int,	Value Varchar(10), SomeData int, MainID int); -- Link to A
				
Insert into A (ID, Name, SomeData) Values (1, 'Test1', 10)
Insert into A (ID, Name, SomeData) Values (2, 'Test2', 20)

Insert into B(ID, Value, SomeData, MainID) Values (1, 'Value 1', 20, 1)
Insert into B(ID, Value, SomeData, MainID) Values (2, 'Value 2', 30, 1)
Insert into B(ID, Value, SomeData, MainID) Values (3, 'Value 3', 40, 1)
Insert into B(ID, Value, SomeData, MainID) Values (4, 'Value 4', 50, 1)

Insert into B(ID, Value, SomeData, MainID) Values (5, 'Value 5', 60, 2)
Insert into B(ID, Value, SomeData, MainID) Values (6, 'Value 6', 70, 2)

<Data>
  <A_ID>1</A_ID>
  <A_Name>Test1</A_Name>
  <A_SomeData>10</A_SomeData>
  <Data_From_B>
    <B_Main_ID>1</B_Main_ID>
    <B_ID>1</B_ID>
    <B_Value>Value 1</B_Value>
    <B_SomeData>20</B_SomeData>
    <B_Main_ID>1</B_Main_ID>
    <B_ID>2</B_ID>
    <B_Value>Value 2</B_Value>
    <B_SomeData>30</B_SomeData>
    <B_Main_ID>1</B_Main_ID>
    <B_ID>3</B_ID>
    <B_Value>Value 3</B_Value>
    <B_SomeData>40</B_SomeData>
    <B_Main_ID>1</B_Main_ID>
    <B_ID>4</B_ID>
    <B_Value>Value 4</B_Value>
    <B_SomeData>50</B_SomeData>
  </Data_From_B>
</Data>
<Data>
  <A_ID>2</A_ID>
  <A_Name>Test2</A_Name>
  <A_SomeData>20</A_SomeData>
  <Data_From_B>
    <B_Main_ID>2</B_Main_ID>
    <B_ID>5</B_ID>
    <B_Value>Value 5</B_Value>
    <B_SomeData>60</B_SomeData>
    <B_Main_ID>2</B_Main_ID>
    <B_ID>6</B_ID>
    <B_Value>Value 6</B_Value>
    <B_SomeData>70</B_SomeData>    
  </Data_From_B>
</Data>

select	A.ID	as "A_ID",
A.Name		as "A_Name",
A.SomeData	as "A_SomeData",
(select B.MainID	as "B_MainID",
	B.ID		as "B_ID",
	B.Value		as "B_Value",
	B.SomeData	as "B_SomeData"
from B where B.MainID=A.ID
for xml path('')) as "Data_From_B"
from A
for xml path('Data'), type

<Data>
  <A_ID>1</A_ID>
  <A_Name>Test1</A_Name>
  <A_SomeData>10</A_SomeData>
  <Data_From_B>&lt;B_MainID&gt;1&lt;/B_MainID&gt;&lt;B_ID&gt;1&lt;/B_ID&gt;&lt;B_Value&gt;Value 1&lt;/B_Value&gt;&lt;B_SomeData&gt;20&lt;/B_SomeData&gt;&lt;B_MainID&gt;1&lt;/B_MainID&gt;&lt;B_ID&gt;2&lt;/B_ID&gt;&lt;B_Value&gt;Value 2&lt;/B_Value&gt;&lt;B_SomeData&gt;30&lt;/B_SomeData&gt;&lt;B_MainID&gt;1&lt;/B_MainID&gt;&lt;B_ID&gt;3&lt;/B_ID&gt;&lt;B_Value&gt;Value 3&lt;/B_Value&gt;&lt;B_SomeData&gt;40&lt;/B_SomeData&gt;&lt;B_MainID&gt;1&lt;/B_MainID&gt;&lt;B_ID&gt;4&lt;/B_ID&gt;&lt;B_Value&gt;Value 4&lt;/B_Value&gt;&lt;B_SomeData&gt;50&lt;/B_SomeData&gt;</Data_From_B>
</Data>
<Data>
  <A_ID>2</A_ID>
  <A_Name>Test2</A_Name>
  <A_SomeData>20</A_SomeData>
  <Data_From_B>&lt;B_MainID&gt;2&lt;/B_MainID&gt;&lt;B_ID&gt;5&lt;/B_ID&gt;&lt;B_Value&gt;Value 5&lt;/B_Value&gt;&lt;B_SomeData&gt;60&lt;/B_SomeData&gt;&lt;B_MainID&gt;2&lt;/B_MainID&gt;&lt;B_ID&gt;6&lt;/B_ID&gt;&lt;B_Value&gt;Value 6&lt;/B_Value&gt;&lt;B_SomeData&gt;70&lt;/B_SomeData&gt;</Data_From_B>
</Data>