You can use UNPIVOT to get the final result:
select id, value
from yourtable
unpivot
(
value
for col in (COLUMN1, COLUMN2)
) u;
Or you can use CROSS APPLY to get it:
select id, value
from yourtable
cross apply
(
values ('COLUMN1', COLUMN1), ('COLUMN2', COLUMN2)
) c (col, value)