How to DROP multiple columns with a single ALTER TABLE statement in SQL Server?

For SQL Server:

ALTER TABLE TableName
    DROP COLUMN Column1, Column2;

The syntax is

DROP { [ CONSTRAINT ] constraint_name | COLUMN column } [ ,...n ] 

For MySQL:

ALTER TABLE TableName
    DROP COLUMN Column1,
    DROP COLUMN Column2;

or like this¹:

ALTER TABLE TableName
    DROP Column1,
    DROP Column2;

¹ The word COLUMN is optional and can be omitted, except for RENAME COLUMN (to distinguish a column-renaming operation from the RENAME table-renaming operation). More info here.