declare @tblTest table (XmlData varchar(max));

insert into @tblTest values (
'<Document>'+
'  <Data>'+
'    <Name>Value 1</Name>'+
'  </Data>'+
'  <Data>'+
'    <Name>Value 2</Name>'+
'  </Data>'+
'</Document>');

insert into @tblTest values (
'<Document>'+
'  <Data>'+
'    <Name>Value 3</Name>'+
'  </Data>'+
'</Document>');

select
 stuff(cast(XmlData as xml).query('for $v in /Document/Data/Name return concat(", ", $v/text()[1])').value('.', 'varchar(max)'), 1, 2, '')
from
 @tblTest;

select
 string_agg(b.n.value('Name[1]', 'varchar(100)'), ', ')
from
 @tblTest t cross apply
 (select cast(XmlData as xml)) a(x) cross apply
 a.x.nodes('/Document/Data') b(n)
group by
 t.XmlData;