It's documented in VFP8 help under Behavior Changes Since Visual FoxPro 7.0 and INFO: SQL SELECT Behavior Changes in Visual FoxPro 8.0 mskb #813361.

>When I upgrade to VFP 8 this code does not work any more? Does any one have similar problem?
>
>"Select lastname, firstname from Customer union select lastname firstname from employee order by 1 group by Lastname"
>
>it runs fine in VFP 7 but it said "group by invalid or missing" in VFP 8
>
>Thanks.
>
>Steve.