We have a Student table with SubjectId. Here the requirement is to concatenate based on subjectId.

All SQL Server versions

create table #yourstudent (subjectid int, studentname varchar(10))

insert into #yourstudent (subjectid, studentname) values
 ( 1       ,'Mary'    )
,( 1       ,'John'    )
,( 1       ,'Sam'    )
,( 2       ,'Alaina')
,( 2       ,'Edward')

select subjectid,  stuff(( select concat( ',', studentname) from #yourstudent y where y.subjectid = u.subjectid for xml path('')),1,1, '') 
    from #yourstudent u
    group by subjectid

In case of SQL Server 2017 or vnext we can use in-built STRING_AGG for this aggregation. For same student table,

create table #yourstudent (subjectid int, studentname varchar(10))

insert into #yourstudent (subjectid, studentname) values
 ( 1       ,'Mary'    )
,( 1       ,'John'    )
,( 1       ,'Sam'    )
,( 2       ,'Alaina')
,( 2       ,'Edward')

select subjectid, string_agg(studentname, ',') from #yourstudent
    group by subjectid