Sanjay Mishra and Arvind Shyamsundar show that you can use parallelism with the INSERT INTO [Table] SELECT [Values] construct:
Two important criteria must be met to allow parallel execution of an INSERT … SELECT statement.
The database compatibility level must be 130. Execute “SELECT name, compatibility_level FROM sys.databases” to determine the compability level of your database, and if it is not 130, execute “ALTER DATABASE <MyDB> SET COMPATIBILITY_LEVEL = 130” to set it to 130. Changing the compatibility level of a database influences some behavior changes. You should test and ensure that your overall application works well with the new compatibility level.
Must use the TABLOCK hint with the INSERT … SELECT statement. For example: INSERT INTO table_1 WITH (TABLOCK) SELECT * FROM table_2.
This is a limited use case, but it does sound very useful for large staging table loads or backfills when you can control table access.