Q:

How do I return the column name in table where a null value exists? 

I have a table of more than 2 million rows and over 100 columns.  I need to run a query that checks if there are any null values in any row or column of the table and return an ID number where there is a null.  I've thought about doing the following, but I was wondering if there is a more concise way of checking this? 
SELECT [ID]
from [TABLE_NAME]
where
   [COLUMN_1] is null
or [COLUMN_2] is null
or [COLUMN_3] is null or etc. 

A:

Your method is fine.   If your challenge is writing out the where statement, then you can run a query like this:
select column_name+' is null or '
from information_schema.columns c
where c.table_name = 'table_name'

Then copy the results into a query window and use them for building the query. 
I used SQL Server syntax for the query, because it looks like you are using SQL Server.   Most databases support the INFORMATION_SCHEMA tables, but the syntax for string concatenation varies among databases.   Remember to remove the final or at the end of the last comparison. 
You can also copy the column list into Excel and use Excel formulas to create the list.