To insert multiple rows of data in SQL Server 2008 or later:
INSERT INTO USERS VALUES
(2, 'Michael', 'Blythe'),
(3, 'Linda', 'Mitchell'),
(4, 'Jillian', 'Carson'),
(5, 'Garrett', 'Vargas');
To insert multiple rows of data in earlier versions of SQL Server, use "UNION ALL" like so:
INSERT INTO USERS (FIRST_NAME, LAST_NAME)
SELECT 'James', 'Bond' UNION ALL
SELECT 'Miss', 'Moneypenny' UNION ALL
SELECT 'Raoul', 'Silva'
Note, the "INTO" keyword is optional in INSERT queries. Another warning is that SQL server only supports 1000 rows in one INSERT so you have to split them in batches.