A smart join with union

SELECT m.MonthName, COALESCE(c.MonthCost, 0)
FROM CostTable c
RIGHT JOIN (
 SELECT 1 As MonthNumber, 'January' As MonthName
 UNION
 SELECT 2, 'February'
 UNION
 ...
 SELECT 3, 'December'
) m
ON m.MonthNumber = MONTH(c.[Month])