USE Northwind
GO

SET NOCOUNT ON
CREATE TABLE myTable99(Zone int, City varchar(25), Event varchar(25))
GO

INSERT INTO myTable99(Zone, City, Event)
SELECT 1, 'Chicago',    'Parade'   UNION ALL
SELECT 1, 'Boston',     'Concert'  UNION ALL
SELECT 1, 'Detroit',    'Carnival' UNION ALL
SELECT 2, 'Cincinnati', 'Parade'   UNION ALL
SELECT 2, 'Louisville', 'Concert'
GO

SELECT Zone, City, Event FROM (
   SELECT Zone, City, Event, Zone AS OldZone 
     FROM myTable99 o 
    WHERE EXISTS ( SELECT * 
		     FROM myTable99 i 
		 GROUP BY Zone 
		   HAVING o.City = MIN(i.City))
UNION ALL 
   SELECT Null AS Zone, City, Event, Zone AS OldZone 
     FROM myTable99 o 
    WHERE EXISTS ( SELECT * 
		     FROM myTable99 i 
		 GROUP BY Zone 
		   HAVING o.City > MIN(i.City))
) AS XXX
ORDER BY OldZone, City
GO

SET NOCOUNT OFF
DROP TABLE myTable99
GO