Forudsat mindst SQL 2005 for CTE:
;with cteAllColumns as (
select col1 as col
from YourTable
union
select col2 as col
from YourTable
)
select c1.col, c2.col
from cteAllColumns c1
cross join cteAllColumns c2
where c1.col < c2.col
order by c1.col, c2.col