How to check if a string is a uniqueidentifier?

SQL Server 2012 makes this all much easier with TRY_CONVERT(UNIQUEIDENTIFIER, expression)

SELECT something
FROM   your_table
WHERE  TRY_CONVERT(UNIQUEIDENTIFIER, your_column) IS NOT NULL;

For prior versions of SQL Server, the existing answers miss a few points that mean they may either not match strings that SQL Server will in fact cast to UNIQUEIDENTIFIER without complaint or may still end up causing invalid cast errors.

SQL Server accepts GUIDs either wrapped in {} or without this.

Additionally it ignores extraneous characters at the end of the string. Both SELECT CAST('{5D944516-98E6-44C5-849F-9C277833C01B}ssssssssss' as uniqueidentifier) and SELECT CAST('5D944516-98E6-44C5-849F-9C277833C01BXXXXXXXXXXXXXXXXXXXXXXXXXXXXX' as uniqueidentifier) succeed for instance.

Under most default collations the LIKE '[a-zA-Z0-9]' will end up matching characters such as À or Ë

Finally if casting rows in a result to uniqueidentifier it is important to put the cast attempt in a case expression as the cast may occur before the rows are filtered by the WHERE.

So (borrowing @r0d30b0y's idea) a slightly more robust version might be

;WITH T(C)
     AS (SELECT '5D944516-98E6-44C5-849F-9C277833C01B'
         UNION ALL
         SELECT '{5D944516-98E6-44C5-849F-9C277833C01B}'
         UNION ALL
         SELECT '5D944516-98E6-44C5-849F-9C277833C01BXXXXXXXXXXXXXXXXXXXXXXXXXXXXX'
         UNION ALL
         SELECT '{5D944516-98E6-44C5-849F-9C277833C01B}ssssssssss'
         UNION ALL
         SELECT 'ÀD944516-98E6-44C5-849F-9C277833C01B'
         UNION ALL
         SELECT 'fish')
SELECT CASE
         WHEN C LIKE expression + '%'
               OR C LIKE '{' + expression + '}%' THEN CAST(C AS UNIQUEIDENTIFIER)
       END
FROM   T
       CROSS APPLY (SELECT REPLACE('00000000-0000-0000-0000-000000000000', '0', '[0-9a-fA-F]') COLLATE Latin1_General_BIN) C2(expression)
WHERE  C LIKE expression + '%'
        OR C LIKE '{' + expression + '}%' 

Not mine, found this online... thought i'd share.

SELECT 1 WHERE @StringToCompare LIKE 
       REPLACE('00000000-0000-0000-0000-000000000000', '0', '[0-9a-fA-F]');

SELECT something 
  FROM table1 
 WHERE column1 LIKE '[0-9a-fA-F][0-9a-fA-F][0-9a-fA-F][0-9a-fA-F][0-9a-fA-F][0-9a-fA-F][0-9a-fA-F][0-9a-fA-F]-[0-9a-fA-F][0-9a-fA-F][0-9a-fA-F][0-9a-fA-F]-[0-9a-fA-F][0-9a-fA-F][0-9a-fA-F][0-9a-fA-F]-[0-9a-fA-F][0-9a-fA-F][0-9a-fA-F][0-9a-fA-F]-[0-9a-fA-F][0-9a-fA-F][0-9a-fA-F][0-9a-fA-F][0-9a-fA-F][0-9a-fA-F][0-9a-fA-F][0-9a-fA-F][0-9a-fA-F][0-9a-fA-F][0-9a-fA-F][0-9a-fA-F]';

UPDATE:

...but I much prefer the approach in the answer by @r0d30b0y:

SELECT something 
  FROM table1 
 WHERE column1 LIKE REPLACE('00000000-0000-0000-0000-000000000000', '0', '[0-9a-fA-F]');

I am not aware of anything that you could use "out of the box" - you'll have to write this on your own, I'm afraid.

If you can: try to write this inside a C# library and deploy it into SQL Server as a SQL-CLR assembly - then you could use things like Guid.TryParse() which is certainly much easier to use than anything in T-SQL....