Joe Celko's SQL for Smarties, 3rd Edition

24.8. Condensing a List of Numbers

The goal is to take a list of numbers and condense them into contiguous ranges. Show the high and low values for each range; if the range has one number, then the high and low values will be the same. This answer is due to Steve Kass.

SELECT MIN(i) AS low, MAX(i) AS high
  FROM (SELECT N1.i, COUNT(N2.i) - N1.i
          FROM Numbers AS N1, Numbers AS N2
         WHERE N2.i <= N1.i
         GROUP BY N1.i)
       AS N(i, gp)
 GROUP BY gp;