SQL Server loop - how do I loop through a set of records

By using cursor you can easily iterate through records individually and print records separately or as a single message including all the records.

DECLARE @CustomerID as INT;
declare @msg varchar(max)
DECLARE @BusinessCursor as CURSOR;

SET @BusinessCursor = CURSOR FOR
SELECT CustomerID FROM Customer WHERE CustomerID IN ('3908745','3911122','3911128','3911421')

OPEN @BusinessCursor;
    FETCH NEXT FROM @BusinessCursor INTO @CustomerID;
    WHILE @@FETCH_STATUS = 0
        BEGIN
            SET @msg = '{
              "CustomerID": "'+CONVERT(varchar(10), @CustomerID)+'",
              "Customer": {
                "LastName": "LastName-'+CONVERT(varchar(10), @CustomerID) +'",
                "FirstName": "FirstName-'+CONVERT(varchar(10), @CustomerID)+'",    
              }
            }|'
        print @msg
    FETCH NEXT FROM @BusinessCursor INTO @CustomerID;
END

You could choose to rank your data and add a ROW_NUMBER and count down to zero while iterate your dataset.

-- Get your dataset and rank your dataset by adding a new row_number
SELECT  TOP 1000 A.*, ROW_NUMBER() OVER(ORDER BY A.ID DESC) AS ROW
INTO #TEMPTABLE 
FROM DBO.TABLE AS A
WHERE STATUSID = 7;

--Find the highest number to start with
DECLARE @COUNTER INT = (SELECT MAX(ROW) FROM #TEMPTABLE);
DECLARE @ROW INT;

-- Loop true your data until you hit 0
WHILE (@COUNTER != 0)
BEGIN

    SELECT @ROW = ROW
    FROM #TEMPTABLE
    WHERE ROW = @COUNTER
    ORDER BY ROW DESC

    --DO SOMTHING COOL  

    -- SET your counter to -1
    SET @COUNTER = @ROW -1
END

DROP TABLE #TEMPTABLE

I think this is the easy way example to iterate item.

declare @cateid int
select CateID into [#TempTable] from Category where GroupID = 'STOCKLIST'

while (select count(*) from #TempTable) > 0
begin
    select top 1 @cateid = CateID from #TempTable
    print(@cateid)

    --DO SOMETHING HERE

    delete #TempTable where CateID = @cateid
end

drop table #TempTable