How to update records in TableA with records in TableB

How do I update records in TableA with records in TableB.  The table structure is exactly the same and I have a common field for a where clause or something.
Brian CoughterOwnerAsked:
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This will update the orders table in the Northwind database:

SET Orders.ShipCountry = Customers.Country
FROM Orders
LEFT JOIN Customers ON
Orders.CustomerID = Customers.CustomerID
WHERE Customers.Country = 'Mexico'
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