>Are you sure? You cannot use SQL Server cursor in set oriented commands, like SELECT.

I see. Then UDF is the only choice. I'll try to come with one. Basically, here is the functionality required: (Just want to know, if I'm thinking in the right direction)
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UDF - returns a table and return code
input parameters State, Category, fieldlist
output table result

Pseudo-code
Checks, if State+'Credit' database exists
if yes,
StrSQL = 'select ' + @FieldList + ' from '+ @State +'Credit..CreditInfo where CredID in (select ...)'
excute this SQL to a table, which would be returned
else
return error code

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Main SP:
invoke this function for State="CT", Category = "B", then for "MA", "B", union both results to the final output result of SP

same for category = "L"
same for category = "F"
So, the function would be called 6 times and 3 final resultsets would be created.
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Do you think, it's possible to write such procedure? Do you see problems in the proposed scenario?

Thanks in advance.