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De-Duplicating Delimited Lists

Phil Factor looks at de-duplicating lists:

So there you have it. With XML tricks and window functions, we have more opportunity for kicking out any need for functions. To use this code, you’d just swap out the select statement that supplied my samples to the routine, for the lists that you want to deduplicate. Sure, this sort of job will never be quick because there are still correlated subqueries in there to upset the CPU! I am intrigued that there are such different ways of doing a solution for this task in SQL server. Are there yet other ways of doing it?

Cf. Aaron Bertrand’s tally table method.  Bonus points if you’re mentally screaming “CLR!”