Con un piccolo aiuto di una tabella di numeri.
declare @T table
(
ID int identity primary key,
FromDate date,
ToDate date
)
insert into @T values
('2011-11-10', '2011-11-12'),
('2011-12-12', '2011-12-14')
select row_number() over(order by D.Dates) as SN,
D.Dates
from @T as T
inner join master..spt_values as N
on N.number between 0 and datediff(day, T.FromDate, T.ToDate)
cross apply (select dateadd(day, N.number, T.FromDate)) as D(Dates)
where N.type ='P'
Prova su SE Data