Combine all rows in select into one comma delimited string

I've got a select statement bringing back one value, I want to combine all rows into one comma delimited string. So for example:

SELECT First Name

FROM mydb.People

I get a list of names:

John

Fred

Sarah

Carl

Jane

Julie

Instead of having 6 rows in the result, I want one row, with one cell that has "John,Fred,Sarah,Carl,Jane,Julie"

Is there a way to do that?