How can I do an UPDATE statement with JOIN in SQL Server?

Syntax strictly depends on which SQL DBMS you’re using. Here are some ways to do it in ANSI/ISO (aka should work on any SQL DBMS), MySQL, SQL Server, and Oracle. Be advised that my suggested ANSI/ISO method will typically be much slower than the other two methods, but if you’re using a SQL DBMS other than MySQL, SQL Server, or Oracle, then it may be the only way to go (e.g. if your SQL DBMS doesn’t support MERGE):

ANSI/ISO:

update ud 
     set assid = (
          select sale.assid 
          from sale 
          where sale.udid = ud.id
     )
 where exists (
      select * 
      from sale 
      where sale.udid = ud.id
 );

MySQL:

update ud u
inner join sale s on
    u.id = s.udid
set u.assid = s.assid

SQL Server:

update u
set u.assid = s.assid
from ud u
    inner join sale s on
        u.id = s.udid

PostgreSQL:

update ud
  set assid = s.assid
from sale s 
where ud.id = s.udid;

Note that the target table must not be repeated in the FROM clause for Postgres.

Oracle:

update
    (select
        u.assid as new_assid,
        s.assid as old_assid
    from ud u
        inner join sale s on
            u.id = s.udid) up
set up.new_assid = up.old_assid

SQLite:

update ud 
     set assid = (
          select sale.assid 
          from sale 
          where sale.udid = ud.id
     )
 where RowID in (
      select RowID 
      from ud 
      where sale.udid = ud.id
 );