Crea un'unione in cui ripeti la stessa query ma senza il raggruppamento:
select Title, Jan, Feb, Mar
from (
select Master_Code as Title, SUM(Jan) as Jan, SUM(Feb) as Feb, SUM(Mar) as Mar
from dbo.foobar
WHERE Participating_City = 'foofoo'
GROUP BY Master_Code ORDER BY Master_Code ASC
) x
union all
select 'Total', SUM(Jan) as Jan, SUM(Feb) as Feb, SUM(Mar) as Mar
from dbo.foobar
WHERE Participating_City = 'foofoo'