See this:
Here Vendor 'D' having only one Order_number 2. So assuming that you want data related to vendor 'D'..
DECLARE @Orders TABLE(Order_Number int, Order_line varchar(6), Vendor char(1))
INSERT INTO @Orders
SELECT 1, '1', 'A' union all
SELECT 1, '1.1', 'A' union all
SELECT 1, '1.2', 'A' union all
SELECT 1, '2', 'B' union all
SELECT 1, '3', 'C' union all
SELECT 2, '1', 'D' union all
SELECT 2, '1.1', 'D' union all
SELECT 3, '1', 'A' union all
SELECT 3, '1.1', 'A' union all
SELECT 3, '2', 'C'
SELECT * FROM @Orders
WHERE Order_Number IN (SELECT Order_Number
FROM @Orders
GROUP BY Order_Number
HAVING COUNT(distinct vendor) = 1
)
--
Chandu