declare @str table( ParentID INT,ID int, Name varchar(32))
insert into @str select 
NULL,10001,'Region1' union all select
NULL,10002,'Region2' union all select
NULL,10003,'Region3' union all select
10001,501,'Test1' union all select
10001,502,'Test2' union all select
10002,503,'Test3' union all select
10002,504,'Test4' union all select
10003,505,'Test5' union all select
10003,506,'Test6' union all select
501,507,'Test7' union all select
501,508,'Test8' union all select
502,509,'Test9' union all select
502,510,'Test10'

--select * from @str

;with cte(id,parentid,name,parentname)
as
(
select id,parentid,name,name from @str where parentid is null
union all
select t.id,t.parentid,t.name,c.name from @str t inner join cte c on c.id = t.parentid
)
select * from cte where parentid is not null order by 1