It can be done in SQL 2005 with Common Table Expressions (CTE) and recursion.

WITH KeyRecursive 
AS
(
	SELECT * FROM table_2 WHERE [key] = 6
	UNION ALL
	SELECT k.* FROM table_2 k 
		JOIN KeyRecursive kr ON kr.ReplacementKey = k.[key]
)	

SELECT * FROM KeyRecursive

>I have a table with the following structure:
>
>
>

>Key	StartDate			StopDate		ReplacementKey		ReplacementDate
>-------------------------------------------------------------------------------------------------------
>1	2000-04-12 13:02:00.670		2002-10-17 13:43:56.000		NULL		NULL
>6	2000-12-12 14:11:25.000		2001-05-29 17:02:17.000		119		2006-05-21 09:53:06.740
>17	2001-09-10 09:34:11.000		2006-05-11 11:02:03.000		NULL		NULL
>137	2003-02-03 16:34:37.000		2005-08-05 11:44:58.000		147		2006-06-21 10:53:06.750
>141	2003-02-04 09:43:48.000		2005-08-05 11:44:58.000		236		2006-06-21 10:53:06.750
>

>
>
>Given a key, how can I pull that record and all if it's historical records as well? Is it possible to do it in one SELECT?
>
>Thanks