How to get the second highest value per group?

Getting the second highest value from a table has been solved many times, but I'm looking for the second highest value **in each group**. Given this table: +----+-----+ | A | 10 | | A | 20 | | A | 35 | <-- This record | A | 42 | | B | 12 | | B | 21 | <-- This record | B | 33 | | C | 14 | | C | 23 | | C | 38 | | C | 41 | <-- This record | C | 55 | +----+-----+ I'd like to get the marked rows. Pseudo-code: select col_a, penultimate(col_b) from foo group by col_a;