This solution uses no loops, procedures, or temp tables. The subquery generates dates for the last thousand days, and could be extended to go as far back or forward as you wish.
select a.Date
from (
select curdate() - INTERVAL (a.a + (10 * b.a) + (100 * c.a)) DAY as Date
from (select 0 as a union all select 1 union all select 2 union all select 3 union all select 4 union all select 5 union all select 6 union all select 7 union all select 8 union all select 9) as a
cross join (select 0 as a union all select 1 union all select 2 union all select 3 union all select 4 union all select 5 union all select 6 union all select 7 union all select 8 union all select 9) as b
cross join (select 0 as a union all select 1 union all select 2 union all select 3 union all select 4 union all select 5 union all select 6 union all select 7 union all select 8 union all select 9) as c
) a
where a.Date between '2010-01-20' and '2010-01-24'
Output:
Date
----------
2010-01-24
2010-01-23
2010-01-22
2010-01-21
2010-01-20
Notes on Performance
Testing it out here, the performance is surprisingly good: the above query takes 0.0009 sec.
If we extend the subquery to generate approx. 100,000 numbers (and thus about 274 years worth of dates), it runs in 0.0458 sec.
Incidentally, this is a very portable technique that works with most databases with minor adjustments.
