Sometimes you need to find the previous value in a column. Easy enough, the LAG window function makes this a breeze (available since SQL Server 2012). But what if the previous value cannot be null? You can pass a default, but we actually need the previous value that was not null, even if it is a few rows back. This makes it a bit harder. T-SQL guru Itzik Ben-Gan has written about the solution to this problem: The Last non NULL Puzzle. It’s a bit of tricky solution.
Click through for the magic words and if you’re on the SQL Server side, upvote this issue to get that functionality in SQL Server too.