Inserting multiple rows in a single SQL query?

I have multiple set of data to insert at once, say 4 rows. My table has three columns: `Person`, `Id` and `Office`.

INSERT INTO MyTable VALUES ("John", 123, "Lloyds Office");
INSERT INTO MyTable VALUES ("Jane", 124, "Lloyds Office");
INSERT INTO MyTable VALUES ("Billy", 125, "London Office");
INSERT INTO MyTable VALUES ("Miranda", 126, "Bristol Office");

Can I insert all 4 rows in a single SQL statement?

`INSERT` statements that use `VALUES` syntax can insert multiple rows. To do this, include multiple lists of column values, each enclosed within parentheses and separated by commas.

**Example:**

INSERT INTO tbl_name (a,b,c) VALUES(1,2,3),(4,5,6),(7,8,9);

If you are inserting into a single table, you can write your query like this (maybe only in MySQL):

INSERT INTO table1 (First, Last)
VALUES
('Fred', 'Smith'),
('John', 'Smith'),
('Michael', 'Smith'),
('Robert', 'Smith');

**NOTE:** This answer is for SQL Server 2005. For SQL Server 2008 and later, there are much better methods as seen in the other answers.

You can use [INSERT with SELECT UNION ALL][1]:

INSERT INTO MyTable (FirstCol, SecondCol)
SELECT 'First' ,1
UNION ALL
SELECT 'Second' ,2
UNION ALL
SELECT 'Third' ,3
...

Only for small datasets though, which should be fine for your 4 records.

[1]:

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In SQL Server 2008 you can insert multiple rows using a single SQL INSERT statement.

INSERT INTO MyTable ( Column1, Column2 ) VALUES
( Value1, Value2 ), ( Value1, Value2 )

For reference to this have a look at MOC Course 2778A - Writing SQL Queries in SQL Server 2008.

For example:

INSERT INTO MyTable
( Column1, Column2, Column3 )
VALUES
('John', 123, 'Lloyds Office'),
('Jane', 124, 'Lloyds Office'),
('Billy', 125, 'London Office'),
('Miranda', 126, 'Bristol Office');