I've tried it like this, and it seems to work:
1. Create your MonthYear list
2. Cross join that with all the project IDs
3. Left outer join the results of that against your main table.
Here's some sample code to show the idea:
declare @MonYear table (MonYear char(6))
Insert into @MonYear values
('012012'), ('022012'), ('032012'), ('042012'), ('052012'), ('062012')
declare @ProjectID table (ProjectID int)
INSERT INTO @ProjectID values (1), (2)
declare @ProjSales table (ProjectID int, MonYear char(6), Spend money, CumulativeSpend money)
insert into @ProjSales values
(1, '012012', 500.00, 500.00), (1, '042012', 500.00, 1000.00),
(2, '012012', 100.00, 100.00), (2, '022012', 100.00, 200.00), (2, '032012', 100.00, 300.00),
(2, '042012', 100.00, 400.00), (2, '052012', 100.00, 500.00), (2, '062012', 100.00, 600.00)
SELECT my.MonYear, pid.ProjectID, ps.Spend, ps.CumulativeSpend
FROM (@MonYear my CROSS JOIN @ProjectID pid) LEFT OUTER JOIN @ProjSales ps ON my.MonYear = ps.MonYear AND pid.ProjectID = ps.ProjectID
ORDER BY 1,2
And here's the output:
MonYear ProjID Spend CumulativeSpend
012012 1 500.00 500.00
012012 2 100.00 100.00
022012 1 NULL NULL
022012 2 100.00 200.00
032012 1 NULL NULL
032012 2 100.00 300.00
042012 1 500.00 1000.00
042012 2 100.00 400.00
052012 1 NULL NULL
052012 2 100.00 500.00
062012 1 NULL NULL
062012 2 100.00 600.00
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