generate days from date range

This solution uses no loops, procedures, or temp tables. The subquery generates dates for the last 10,000 days, and could be extended to go as far back or forward as you wish.

select a.Date 
from (
    select curdate() - INTERVAL (a.a + (10 * b.a) + (100 * c.a) + (1000 * d.a) ) DAY as Date
    from (select 0 as a union all select 1 union all select 2 union all select 3 union all select 4 union all select 5 union all select 6 union all select 7 union all select 8 union all select 9) as a
    cross join (select 0 as a union all select 1 union all select 2 union all select 3 union all select 4 union all select 5 union all select 6 union all select 7 union all select 8 union all select 9) as b
    cross join (select 0 as a union all select 1 union all select 2 union all select 3 union all select 4 union all select 5 union all select 6 union all select 7 union all select 8 union all select 9) as c
    cross join (select 0 as a union all select 1 union all select 2 union all select 3 union all select 4 union all select 5 union all select 6 union all select 7 union all select 8 union all select 9) as d
) a
where a.Date between '2010-01-20' and '2010-01-24'

Output:

Date
----------
2010-01-24
2010-01-23
2010-01-22
2010-01-21
2010-01-20

Notes on Performance

Testing it out here, the performance is surprisingly good: the above query takes 0.0009 sec.

If we extend the subquery to generate approx. 100,000 numbers (and thus about 274 years worth of dates), it runs in 0.0458 sec.

Incidentally, this is a very portable technique that works with most databases with minor adjustments.

SQL Fiddle example returning 1,000 days

Here is another variation using views:

CREATE VIEW digits AS
  SELECT 0 AS digit UNION ALL
  SELECT 1 UNION ALL
  SELECT 2 UNION ALL
  SELECT 3 UNION ALL
  SELECT 4 UNION ALL
  SELECT 5 UNION ALL
  SELECT 6 UNION ALL
  SELECT 7 UNION ALL
  SELECT 8 UNION ALL
  SELECT 9;

CREATE VIEW numbers AS
  SELECT
    ones.digit + tens.digit * 10 + hundreds.digit * 100 + thousands.digit * 1000 AS number
  FROM
    digits as ones,
    digits as tens,
    digits as hundreds,
    digits as thousands;

CREATE VIEW dates AS
  SELECT
    SUBDATE(CURRENT_DATE(), number) AS date
  FROM
    numbers;

And then you can simply do (see how elegant it is?):

SELECT
  date
FROM
  dates
WHERE
  date BETWEEN '2010-01-20' AND '2010-01-24'
ORDER BY
  date

Update

It is worth noting that you will only be able to generate past dates starting from the current date. If you want to generate any kind of dates range (past, future, and in between), you will have to use this view instead:

CREATE VIEW dates AS
  SELECT
    SUBDATE(CURRENT_DATE(), number) AS date
  FROM
    numbers
  UNION ALL
  SELECT
    ADDDATE(CURRENT_DATE(), number + 1) AS date
  FROM
    numbers;

Accepted answer didn't work for PostgreSQL (syntax error at or near "a").

The way you do this in PostgreSQL is by using generate_series function, i.e.:

SELECT day::date
FROM generate_series('2010-01-20', '2010-01-24', INTERVAL '1 day') day;

    day
------------
 2010-01-20
 2010-01-21
 2010-01-22
 2010-01-23
 2010-01-24
(5 rows)

Using a recursive Common Table Expression (CTE), you can generate a list of dates, then select from it. Obviously you normally wouldn't want to create three million dates, so this just illustrates the possibilities. You could simply limit the date range inside the CTE and omit the where clause from the select statement using the CTE.

with [dates] as (
    select convert(datetime, '1753-01-01') as [date] --start
    union all
    select dateadd(day, 1, [date])
    from [dates]
    where [date] < '9999-12-31' --end
)
select [date]
from [dates]
where [date] between '2013-01-01' and '2013-12-31'
option (maxrecursion 0)

On Microsoft SQL Server 2005, generating the CTE list of all possible dates took 1:08. Generating one hundred years took less than a second.

MSSQL Query

select datetable.Date 
from (
    select DATEADD(day,-(a.a + (10 * b.a) + (100 * c.a)),getdate()) AS Date
    from (select 0 as a union all select 1 union all select 2 union all select 3 union all select 4
     union all select 5 union all select 6 union all select 7 union all select 8 union all select 9) as a

    cross join (select 0 as a union all select 1 union all select 2 union all select 3 union all select 4
     union all select 5 union all select 6 union all select 7 union all select 8 union all select 9) as b

    cross join (select 0 as a union all select 1 union all select 2 union all select 3 union all select 4
     union all select 5 union all select 6 union all select 7 union all select 8 union all select 9) as c
) datetable
where datetable.Date between '2014-01-20' and '2014-01-24' 
order by datetable.Date DESC

Output

Date
-----
2014-01-23 12:35:25.250
2014-01-22 12:35:25.250
2014-01-21 12:35:25.250
2014-01-20 12:35:25.250

generate days from date range

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