How to pass mulltiple values to a single variable in SQL

First of all How do you pass your location variable? Is it a comma separated or as a Table?

If you are passing as a comma separated value, I would suggest you to look at Table value parameter to pass the location as a Table. Once you have the table as a parameter, then you can join the table with your actual query.

Please read the below link for TVP.

http://msdn.microsoft.com/en-us/library/bb510489.aspx

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