There are at least 5 ways to return data from one table which is not in another table. Two of these are SQL Server 2005 and greater only. This is a post mostly for beginners but hopefully everyone will get something out of it.

Here are the 5 different ways

NOT IN
NOT EXISTS
OUTER JOIN
OUTER APPLY (2005+)
EXCEPT (2005+)

Let's see how this all works
First create these two tables with the Celko approved naming convention.

CREATE TABLE #testnulls (ID INT)

INSERT INTO #testnulls VALUES (1)

INSERT INTO #testnulls VALUES (2)

INSERT INTO #testnulls VALUES (null)

CREATE TABLE #testjoin (ID INT)

INSERT INTO #testjoin VALUES (1)

INSERT INTO #testjoin VALUES (3)

NOT IN
Run the following Code

SELECT * FROM #testjoin WHERE ID NOT IN(SELECT ID FROM #testnulls)

What happened? Nothing gets returned! The reason is because the subquery returns a NULL and you can't compare a NULL to anything

Now run this

SELECT * FROM #testjoin

WHERE ID NOT IN(SELECT ID FROM #testnulls WHERE ID IS NOT NULL)

That worked because we eliminated the NULL values in the subquery

This also works

SELECT * FROM #testjoin j

WHERE j.ID NOT IN(SELECT ID FROM #testnulls n WHERE n.ID = j.ID)

NOT EXISTS
NOT EXISTS doesn't have the problem that NOT IN has. Run the following code

SELECT * FROM #testjoin j

WHERE NOT EXISTS (SELECT 1

FROM #testnulls n

WHERE n.ID = j.ID)

Everything worked as expected

LEFT and RIGHT JOIN
Plain vanilla LEFT and RIGHT JOINS

SELECT j.* FROM #testjoin j

LEFT OUTER JOIN #testnulls n ON n.ID = j.ID

WHERE n.ID IS NULL

With a RIGHT Join you just switch the tables around

SELECT j.* FROM #testnulls n

RIGHT OUTER JOIN #testjoin j ON n.ID = j.ID

WHERE n.ID IS NULL

SELECT j.* FROM #testnulls n

FULL OUTER JOIN #testjoin j ON n.ID = j.ID

WHERE n.ID IS NULL

AND j.ID IS NOT NULL

You might wonder why we have LEFT and RIGHT Joins, here is why:
<AttemptToBeFunny>LEFT joins are for people who tend to vote for the democrats, RIGHT joins are for people who tend to vote for Republicans. FULL Joins are for independents/undecided people. </AttemptToBeFunny>

You can be real silly and do a subquery LEFT join
 

SELECT j.* FROM #testjoin j

LEFT OUTER JOIN (SELECT ID FROM #testnulls ) n ON n.ID = j.ID

WHERE n.ID IS NULL

Now let's talk about SQL 2005 and up

OUTER APPLY (SQL 2005 +)
OUTER APPLY is something that got added to SQL 2005

SELECT j.* FROM #testjoin j

OUTER APPLY

(SELECT id FROM #testnulls n

WHERE n.ID = j.ID) a

WHERE a.ID IS NULL

EXCEPT(SQL 2005 +)
EXCEPT is something that got added to SQL 2005. It basically returns everything from the top table which is not in the bottom table

SELECT * FROM #testjoin

EXCEPT

SELECT * FROM #testnulls

I am also mentioning INTERSECT since some people might not have seen it before. INTERSECT returns what ever is in both tables(like a regular join)

SELECT * FROM #testjoin

SELECT * FROM #testnulls

So there you have it, most likely you already know all these types of joins. If you learned something from this post that is a good thing also.