The fact that you are asking about recursion suggests that you want to do it iterarively (for each value of IDCMP not merely IDCMP = 4 as in your example.
Will this work for you?

SELECT IDCMP FROM yourtable GROUP BY 1 INTO ARRAY a_idcmp
FOR EACH idc IN a_idcmp
cursorname = 'curs_' + alltrim(str(idc,5))
SELECT IDISM DISTINCT FROM yourtable ;
WHERE IDCMP = idc ;
INTO CURSOR &cursorname
ENDFOR

>I have a table with the follow records:
>
>IDCMP CHILDIDCMP IDISM
>1 NULL 10507
>2 NULL 10485
>3 NULL 13259
>4 NULL 14987
>4 16 NULL
>10 1 NULL
>16 NULL 14000
>16 3 NULL
>16 10 NULL
>
>I need to retrive ALL values of IDISM included in a IDCMP. For example: the values from IDISM in IDCMP = 4 are 14987,14000,13259,10507. Is it possible to use a recursion SQL statement to do this?
>
>I would appreciate any help that could be given.
>
>Thanks in advance.
>Augusto.