Intersect all от Itzik Ben-Gan

SELECT
ROW_NUMBER()
OVER(PARTITION BY country, region, city
ORDER BY (SELECT 0)) AS rownum,
country, region, city
FROM HR.Employees

INTERSECT

SELECT
ROW_NUMBER()
OVER(PARTITION BY country, region, city
ORDER BY (SELECT 0)),
country, region, city
FROM Sales.Customers;

WITH INTERSECT_ALL
AS
(
SELECT
ROW_NUMBER()
OVER(PARTITION BY country, region, city
ORDER BY (SELECT 0)) AS rownum,
country, region, city
FROM HR.Employees

INTERSECT

SELECT
ROW_NUMBER()
OVER(PARTITION BY country, region, city
ORDER BY (SELECT 0)),
country, region, city
FROM Sales.Customers
)
SELECT country, region, city
FROM INTERSECT_ALL;