You can do it by using the ROW NUMBER BY PARTITION Feature also. A great example can be found here:
I am using the Orders table of the Northwind database... Now let us retrieve the Last 5 orders placed by Employee 5:
SELECT ORDERID, CUSTOMERID, OrderDate FROM ( SELECT ROW_NUMBER() OVER (PARTITION BY EmployeeID ORDER BY OrderDate DESC) AS OrderedDate,* FROM Orders ) as ordlist WHERE ordlist.EmployeeID = 5 AND ordlist.OrderedDate <= 5