Jason Strate shows us that you can use a UNION (or UNION ALL) to insert into a temp table:
What makes this interesting is when I am using UNION to join the results. How do you place a final resultset from a UNION, EXCEPT, or INTERSECT into a temporary table using SELECT INTO? Where does the INTO portion of the query go?
This is actually a pretty simple thing to do. The INTO for the SELECT INTO goes into the first query of the set. An example of UNIONing the results from sys.dm_exec_query_stats and sys.dm_exec_query_stats into a temporary table is provided in listing 1.
No subqueries are necessary here.