编辑2：我终于找到了避免重复命名空间的方法。首先，创建不带名称空间的嵌套XML，然后将其加入：

更新（2017年12月）

实际上，这种解决方法仍然没有真正的帮助。命名空间xmlns=""被视为*内部的所有
内容都不在命名空间之内…您可以将结果转换为NVARCHAR(MAX)并用于REPLACE摆脱xmlns=""。然后，您可以将字符串重新转换为XML。对于Microsoft，感到羞耻的是10（!!）年的问题（请参阅下面的链接）仍未解决。请去那里投票！

DECLARE @lim_Live_Inbound TABLE(lim_msg_id VARCHAR(100),lim_request_transaction_id VARCHAR(100),client_name VARCHAR(100));
INSERT INTO @lim_Live_Inbound VALUES
 ('021/00210006/20160225/000002','00012016-02-25000000023','Mr Piet')
,('021/00210006/20160225/000002','00012016-02-25000000022','Mrs Name');

DECLARE @nestedXMLs TABLE(MsgId VARCHAR(100),nestedXML XML);

WITH GrpMsg AS
(
    SELECT DISTINCT lim_msg_id AS MsgId
    FROM @lim_Live_Inbound
)
INSERT INTO @nestedXMLs 
SELECT MsgId 
     ,(
        SELECT innerTbl.lim_request_transaction_id AS OrgnlMsgId
              ,innerTbl.client_name AS name
        FROM @lim_Live_Inbound AS innerTbl
        WHERE innerTbl.lim_msg_id=GrpMsg.MsgId
        FOR XML PATH('OrgnlGrpInfAndSts'),TYPE
      ) 
FROM GrpMsg;

WITH XMLNAMESPACES(DEFAULT 'urn:iso:std:iso:20022:tech:xsd:001.002.001.04')
,GrpMsg AS
(
    SELECT DISTINCT lim_msg_id AS MsgId
    FROM @lim_Live_Inbound
)
SELECT GrpMsg.MsgId AS [GrpHdr/MsgId]
      ,n.nestedXML AS [node()]
FROM GrpMsg
INNER JOIN @nestedXMLs AS n ON GrpMsg.MsgId=n.MsgId
FOR XML PATH('FIToFIPmtStsRp'),ROOT('Document')

结果

<Document xmlns="urn:iso:std:iso:20022:tech:xsd:001.002.001.04">
  <FIToFIPmtStsRp>
    <GrpHdr>
      <MsgId>021/00210006/20160225/000002</MsgId>
    </GrpHdr>
    <OrgnlGrpInfAndSts xmlns="">
      <OrgnlMsgId>00012016-02-25000000023</OrgnlMsgId>
      <name>Mr Piet</name>
    </OrgnlGrpInfAndSts>
    <OrgnlGrpInfAndSts xmlns="">
      <OrgnlMsgId>00012016-02-25000000022</OrgnlMsgId>
      <name>Mrs Name</name>
    </OrgnlGrpInfAndSts>
  </FIToFIPmtStsRp>
</Document>

您将CAST(REPLACE(CAST(TheXMLHere AS NVARCHAR(MAX)),' xmlns=""','') AS XML)用来摆脱错误的空名称空间。

编辑：适合您的样本数据的新方法

这是重复命名空间-
但这在语法上是正确的，但很烦人（请参阅：https：//connect.microsoft.com/SQLServer/feedback/details/265956/suppress-
namespace-attributes-in-nested-select-for-
xml语句）

DECLARE @lim_Live_Inbound TABLE(lim_msg_id VARCHAR(100),lim_request_transaction_id VARCHAR(100),client_name VARCHAR(100));
INSERT INTO @lim_Live_Inbound VALUES
 ('021/00210006/20160225/000002','00012016-02-25000000023','Mr Piet')
,('021/00210006/20160225/000002','00012016-02-25000000022','Mrs Name');

WITH XMLNAMESPACES(DEFAULT 'urn:iso:std:iso:20022:tech:xsd:001.002.001.04')
,GrpMsg AS
(
    SELECT DISTINCT lim_msg_id AS MsgId
    FROM @lim_Live_Inbound
)
SELECT MsgId AS [GrpHdr/MsgId]
     ,(
        SELECT innerTbl.lim_request_transaction_id AS OrgnlMsgId
              ,innerTbl.client_name AS name
        FROM @lim_Live_Inbound AS innerTbl
        WHERE innerTbl.lim_msg_id=GrpMsg.MsgId
        FOR XML PATH('OrgnlGrpInfAndSts'),TYPE
      ) 
FROM GrpMsg
FOR XML PATH('FIToFIPmtStsRp'),ROOT('Document')

结果

<Document xmlns="urn:iso:std:iso:20022:tech:xsd:001.002.001.04">
  <FIToFIPmtStsRp>
    <GrpHdr>
      <MsgId>021/00210006/20160225/000002</MsgId>
    </GrpHdr>
    <OrgnlGrpInfAndSts xmlns="urn:iso:std:iso:20022:tech:xsd:001.002.001.04">
      <OrgnlMsgId>00012016-02-25000000023</OrgnlMsgId>
      <name>Mr Piet</name>
    </OrgnlGrpInfAndSts>
    <OrgnlGrpInfAndSts xmlns="urn:iso:std:iso:20022:tech:xsd:001.002.001.04">
      <OrgnlMsgId>00012016-02-25000000022</OrgnlMsgId>
      <name>Mrs Name</name>
    </OrgnlGrpInfAndSts>
  </FIToFIPmtStsRp>
</Document>

这是第一种方法

我不知道您的数据来自哪里，但是-绝对采用硬编码-这是一种方法：

WITH XMLNAMESPACES(DEFAULT 'urn:iso:std:iso:20022:tech:xsd:001.002.001.04')
SELECT 0 AS [GrpHdr/MsgId]
      ,0 AS [OrgnlGrpInfAndSts/OrgnlMsgId]
FOR XML PATH('FIToFIPmtStsRp'),ROOT('Document')

结果

<Document xmlns="urn:iso:std:iso:20022:tech:xsd:001.002.001.04">
  <FIToFIPmtStsRp>
    <GrpHdr>
      <MsgId>0</MsgId>
    </GrpHdr>
    <OrgnlGrpInfAndSts>
      <OrgnlMsgId>0</OrgnlMsgId>
    </OrgnlGrpInfAndSts>
  </FIToFIPmtStsRp>
</Document>