SELECT [COL1] from {TABLE} WHERE [COL2] = 'A'
EXCEPT
SELECT [COL1] from {TABLE} WHERE [COL2] = 'B'
Or
SELECT [COL1]
FROM {TABLE}
GROUP BY [COL1]
HAVING MAX(CASE
WHEN [COL2] = 'A' THEN 1
ELSE 0
END) = 1
AND MAX(CASE
WHEN [COL2] = 'B' THEN 1
ELSE 0
END) = 0