11g and higher: Use listagg:
SELECT 
    col1,
    LISTAGG(col2, ', ') WITHIN GROUP (ORDER BY col2) "names"
FROM table_x
GROUP BY col1
10g and lower: One method is to use a function:
CREATE OR REPLACE FUNCTION get_comma_separated_value (input_val  in  number)
  RETURN VARCHAR2
IS
  return_text  VARCHAR2(10000) := NULL;
BEGIN
  FOR x IN (SELECT col2 FROM table_name WHERE col1 = input_val) LOOP
    return_text := return_text || ',' || x.col2 ;
  END LOOP;
  RETURN LTRIM(return_text, ',');
END;
/
To use the function:
select col1, get_comma_separated_value(col1) from table_name
Note: There is an (unsupported) function WM_CONCAT available on certain older versions of Oracle, which might help you out - see here for details.
In MySQL:
SELECT col1, GROUP_CONCAT(col2) FROM table_name GROUP BY col1