Get top 1 row of each group

;WITH cte AS
(
   SELECT *,
         ROW_NUMBER() OVER (PARTITION BY DocumentID ORDER BY DateCreated DESC) AS rn
   FROM DocumentStatusLogs
)
SELECT *
FROM cte
WHERE rn = 1

If you expect 2 entries per day, then this will arbitrarily pick one. To get both entries for a day, use DENSE_RANK instead

As for normalised or not, it depends if you want to:

• maintain status in 2 places
• preserve status history
• ...

As it stands, you preserve status history. If you want latest status in the parent table too (which is denormalisation) you'd need a trigger to maintain "status" in the parent. or drop this status history table.

I just learned how to use cross apply. Here's how to use it in this scenario:

 select d.DocumentID, ds.Status, ds.DateCreated 
 from Documents as d 
 cross apply 
     (select top 1 Status, DateCreated
      from DocumentStatusLogs 
      where DocumentID = d.DocumentId
      order by DateCreated desc) as ds