SQL Select dataset except where values are in this other dataset


Example

--dataset schemas must be identical
SELECT 'Data1' as 'Column' UNION ALL
SELECT 'Data2' as 'Column' UNION ALL
SELECT 'Data3' as 'Column' UNION ALL
SELECT 'Data4' as 'Column' UNION ALL
SELECT 'Data5' as 'Column'
EXCEPT
SELECT 'Data3' as 'Column'
--Returns Data1, Data2, Data4, and Data5