STRING_SPLIT in SQL Server 2012

Other approach is to use XML Method with CROSS APPLY to split your Comma Separated Data :

SELECT Split.a.value('.', 'NVARCHAR(MAX)') DATA
FROM
(
    SELECT CAST('<X>'+REPLACE(@ID, ',', '</X><X>')+'</X>' AS XML) AS String
) AS A
CROSS APPLY String.nodes('/X') AS Split(a);

Result :

DATA
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Example :

DECLARE @ID NVARCHAR(300)= '1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20';
DECLARE @Marks NVARCHAR(300)= '0,1,2,5,8,9,4,6,7,3,5,2,7,1,9,4,0,2,5,0';
DECLARE @StudentsMark TABLE
(id    NVARCHAR(300),
 marks NVARCHAR(300)
); 
--insert into @StudentsMark 
;WITH CTE
     AS (
     SELECT Split.a.value('.', 'NVARCHAR(MAX)') id,
            ROW_NUMBER() OVER(ORDER BY
                             (
                                 SELECT NULL
                             )) RN
     FROM
     (
         SELECT CAST('<X>'+REPLACE(@ID, ',', '</X><X>')+'</X>' AS XML) AS String
     ) AS A
     CROSS APPLY String.nodes('/X') AS Split(a)),
     CTE1
     AS (
     SELECT Split.a.value('.', 'NVARCHAR(MAX)') marks,
            ROW_NUMBER() OVER(ORDER BY
                             (
                                 SELECT NULL
                             )) RN
     FROM
     (
         SELECT CAST('<X>'+REPLACE(@Marks, ',', '</X><X>')+'</X>' AS XML) AS String
     ) AS A
     CROSS APPLY String.nodes('/X') AS Split(a))
     INSERT INTO @StudentsMark
            SELECT C.id,
                   C1.marks
            FROM CTE C
                 LEFT JOIN CTE1 C1 ON C1.RN = C.RN;
SELECT *
FROM @StudentsMark;

Another approach would be to use CHARINDEX and SUBSTRING in a WHILE:

DECLARE @IDs VARCHAR(500);
DECLARE @Number VARCHAR(500);
DECLARE @charSpliter CHAR;

SET @charSpliter = ',';
SET @IDs = '1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20' + @charSpliter;

WHILE CHARINDEX(@charSpliter, @IDs) > 0
BEGIN
    SET @Number = SUBSTRING(@IDs, 0, CHARINDEX(@charSpliter, @IDs));
    SET @IDs = SUBSTRING(@IDs, CHARINDEX(@charSpliter, @IDs) + 1, LEN(@IDs));

    PRINT @Number;

END;

Inline function based on Yogesh Sharma and Salman A answers:

Create FUNCTION [dbo].[fn_split_string]
(
    @string    nvarchar(max),
    @delimiter nvarchar(max)
)
/*
    The same as STRING_SPLIT for compatibility level < 130
    https://docs.microsoft.com/en-us/sql/t-sql/functions/string-split-transact-sql?view=sql-server-ver15
*/
RETURNS TABLE AS RETURN
(
    SELECT 
      --ROW_NUMBER ( ) over(order by (select 0))                            AS id     --  intuitive, but not correect
        Split.a.value('let $n := . return count(../*[. << $n]) + 1', 'int') AS id
      , Split.a.value('.', 'NVARCHAR(MAX)')                                 AS value
    FROM
    (
        SELECT CAST('<X>'+REPLACE(@string, @delimiter, '</X><X>')+'</X>' AS XML) AS String
    ) AS a
    CROSS APPLY String.nodes('/X') AS Split(a)
)

Example:

DECLARE @ID NVARCHAR(300)= 'abc,d,e,f,g';
select * from fn_split_string(@ID,',')

-- If you need exactly string_split functionality (without id column):
select value from fn_split_string(@ID,',')

Alternate function to String_Split for older versions of SQL Server

Create this Function in your Database

Create Function dbo.Test_Split( @string varchar(4000))
Returns
@Result Table (value varchar(100))
As
Begin
    declare @len int, @loc int = 1
    While @loc <= len(@string) 
    Begin
        Set @len = CHARINDEX(',', @string, @loc) - @loc
        If @Len < 0 Set @Len = len(@string)
        Insert Into @Result Values (SUBSTRING(@string,@loc,@len))
        Set @loc = @loc + @len + 1
    End
    Return
End

How to Use

Select
    *
From
    dbo.Test_Split('First,Second,Third,Fourth')