Found a lovely weirdy in Visual FoxPro 7 and using UNION and ORDER BY, try the following:-
SELECT Field1, Field2 FROM Table1;
UNION ALL ;
SELECT Field1, Field2 FROM Table2;
ORDER BY Field2;
INTO CURSOR Table3
This statement creates the error:-
SQL: ORDER BY clause is invalid.

This is perfectly good SQL syntax so why is FoxPro not allowing it?
Well not sure why by a way around it is using the ORDER BY with abortion pill ny a field value so the code best pills would now be:-
SELECT Field1, Field2 FROM Table1;
UNION ALL ;
SELECT Field1, Field2 FROM Table2;
ORDER BY 2;
INTO CURSOR Table3