我的回答只是基于你帖子的标题，因为我不懂C#，也不理解给定的查询。但在MySQL中，我建议您尝试SubSELECT。首先获取一组感兴趣的列的主键，然后从这些行中选择数据：

SELECT somecolumn, anothercolumn 
  FROM sometable 
 WHERE id IN (
               SELECT min(id) 
                 FROM sometable 
                GROUP BY somecolumn
             );

Here's another way you could try, that doesn't need that ID field.

select some_column, min(another_column)
  from i_have_a_table
 group by some_column

Still I agree with lfagundes that you should add some primary key ..

Also beware that by doing this, you cannot (easily) get at the other values is the same row as the resulting some_colum, another_column pair! You'd need lfagundes apprach and a PK to do that!

When I write

SELECT AnotherColumn
FROM Table
GROUP BY SomeColumn
;

It works. IIRC in other RDBMS such statement is impossible, because a column that doesn't belongs to the grouping key is being referenced without any sort of aggregation.

This "quirk" behaves very closely to what I want. So I used it to get the result I wanted:

SELECT * FROM 
(
 SELECT * FROM `table`
 ORDER BY AnotherColumn
) t1
GROUP BY SomeColumn
;

Best performance and easy to use:

SELECT id, code,
SUBSTRING_INDEX( GROUP_CONCAT(price ORDER BY id DESC), ',', 1) first_found_price
FROM stocks
GROUP BY code
ORDER BY id DESC

SELECT
    t1.*

FROM
    table_name AS t1

    LEFT JOIN table_name AS t2 ON (
        t2.group_by_column = t1.group_by_column
        -- group_by_column is the column you would use in the GROUP BY statement
        AND
        t2.order_by_column < t1.order_by_column
        -- order_by_column is column you would use in the ORDER BY statement
        -- usually is the autoincremented key column
    )

WHERE
    t2.group_by_column IS NULL;

With MySQL v8+ you could use window functions

From MySQL 5.7 documentation
MySQL 5.7.5 and up implements detection of functional dependence. If the ONLY_FULL_GROUP_BY SQL mode is enabled (which it is by default), MySQL rejects queries for which the select list, HAVING condition, or ORDER BY list refer to nonaggregated columns that are neither named in the GROUP BY clause nor are functionally dependent on them.

This means that @Jader Dias's solution wouldn't work everywhere.

Here is a solution that would work when ONLY_FULL_GROUP_BY is enabled:

SET @row := NULL;
SELECT
    SomeColumn,
    AnotherColumn
FROM (
    SELECT
        CASE @id <=> SomeColumn AND @row IS NOT NULL 
            WHEN TRUE THEN @row := @row+1 
            ELSE @row := 0 
        END AS rownum,
        @id := SomeColumn AS SomeColumn,
        AnotherColumn
    FROM
        SomeTable
    ORDER BY
        SomeColumn, -AnotherColumn DESC
) _values
WHERE rownum = 0
ORDER BY SomeColumn;

You should use some aggregate function to get the value of AnotherColumn that you want. That is, if you want the lowest value of AnotherColumn for each value of SomeColumn (either numerically or lexicographically), you can use:

SELECT SomeColumn, MIN(AnotherColumn)
FROM YourTable
GROUP BY SomeColumn

Some hopefully helpful links:

http://dev.mysql.com/doc/refman/5.1/en/group-by-functions.html

http://www.oreillynet.com/databases/blog/2007/05/debunking_group_by_myths.html

I have not seen the following solution among the answers, so I thought I'd put it out there.

The problem is to select rows which are the first rows when ordered by AnotherColumn in all groups grouped by SomeColumn.

The following solution will do this in MySQL. id has to be a unique column which must not hold values containing - (which I use as a separator).

select t1.*
from mytable t1
inner join (
  select SUBSTRING_INDEX(
    GROUP_CONCAT(t3.id ORDER BY t3.AnotherColumn DESC SEPARATOR '-'),
    '-', 
    1
  ) as id
  from mytable t3
  group by t3.SomeColumn
) t2 on t2.id = t1.id

-- Where 
SUBSTRING_INDEX(GROUP_CONCAT(id order by AnotherColumn desc separator '-'), '-', 1)
-- can be seen as:
FIRST(id order by AnotherColumn desc)

-- For completeness sake:
SUBSTRING_INDEX(GROUP_CONCAT(id order by AnotherColumn desc separator '-'), '-', -1)
-- would then be seen as:
LAST(id order by AnotherColumn desc)

There is a feature request for FIRST() and LAST() in the MySQL bug tracker, but it was closed many years back.

I suggest to use this official way from MySql:

SELECT article, dealer, price
FROM   shop s1
WHERE  price=(SELECT MAX(s2.price)
              FROM shop s2
              WHERE s1.article = s2.article
              GROUP BY s2.article)
ORDER BY article;

With this way, we can get the highest price on each article

How about this:

SELECT SUBSTRING_INDEX(
      MIN(CONCAT(OrderColumn, '|', IFNULL(TargetColumn, ''))
    ), '|', -1) as TargetColumn
FROM table
GROUP BY GroupColumn

Yet another way to do it (without the primary key) would be using the JSON functions:

select somecolumn, json_unquote( json_extract(json_arrayagg(othercolumn), "$[0]") )
  from sometable group by somecolumn

or pre 5.7.22

select somecolumn, 
  json_unquote( 
    json_extract( 
      concat('["', group_concat(othercolumn separator '","') ,'"]') 
    ,"$[0]" ) 
  ) 
  from sometable group by somecolumn

Ordering (or filtering) can be done before grouping:

select somecolumn, json_unquote( json_extract(json_arrayagg(othercolumn), "$[0]") ) 
  from (select * from sometable order by othercolumn) as t group by somecolumn

... or after grouping (of course):

select somecolumn, json_unquote( json_extract(json_arrayagg(othercolumn), "$[0]") ) as other 
  from sometable group by somecolumn order by other

Admittedly, it's rather convoluted and performance is probably not great (didn't test it on large data, works well on my limited data sets).

Yet another way to do it

Select max from group that works in views

SELECT * FROM action a 
WHERE NOT EXISTS (
   SELECT 1 FROM action a2 
   WHERE a2.user_id = a.user_id 
   AND a2.action_date > a.action_date 
   AND a2.action_type = a.action_type
)
AND a.action_type = "CF"

Select the first row for each group**(as ordered by a column)**in Mysql .

We have:

a table:mytable
a column we are ordering by:the_column_to_order_by
a column that we wish to group by:the_group_by_column

Here's my solution. The inner query gets you a unique set of rows, selected as a dual key. The outer query joins the same table by joining on both of those keys (with AND).

SELECT * FROM 
    ( 
        SELECT the_group_by_column, MAX(the_column_to_order_by) the_column_to_order_by 
        FROM mytable 
        GROUP BY the_group_by_column 
        ORDER BY MAX(the_column_to_order_by) DESC 
    ) as mytable1 
JOIN mytable mytable2 ON mytable2.the_group_by_column = 
mytablealiamytable2.the_group_by_column 
  AND mytable2.the_column_to_order_by = mytable1.the_column_to_order_by;

FYI: I haven't thought about efficiency at all for this and can't speak to that one way or the other.

I recently discovered a cool trick to accomplish this. Basically just make two different subqueries from a table and join them together. One of the subqueries does the aggregation based on a grouping, and the other subquery just grabs the first DISTINCT row for each grouped item.

When you join these subqueries together, you will get the first distinct item from each group, but will also get the aggregated columns across the whole group for each item. This is essentially the same result as having ONLY_FULL_GROUP_BY turned off.

SELECT non_aggregated_data.foo_column AS foo_column,
       non_aggregated_data.bar_column AS bar_column,
       aggregated_data.value_1_sum    AS value_1_sum,
       aggregated_data.value_2_sum    AS value_2_sum
FROM (SELECT column_to_self_join_on,
             sum(value_1) AS value_1_sum,
             sum(value_2) AS value_2_sum
      FROM example_table
      GROUP BY column_to_self_join_on) AS aggregated_data
         LEFT JOIN (SELECT DISTINCT(column_to_self_join_on),
                                   foo_column,
                                   bar_column
                    FROM example_table) AS non_aggregated_data
                   ON non_aggregated_data.column_to_self_join_on = aggregated_data.column_to_self_join_on

rtribaldos mentioned that in younger database versions,window-functionscould be used.
Here is a code which worked for me and was as fast as Martin Zwarík'ssubstring_index-solution (in Mariadb 10.5.16):

SELECT group_col, order_col FROM (
  SELECT group_col, order_col
  , ROW_NUMBER() OVER(PARTITION BY group_col ORDER BY order_col) rnr 
  FROM some_table
  WHERE <some_condition>
) i
WHERE rnr=1;