The default action when performing a backup is to append to the backup file yet the default action when restoring a backup is to restore just the first file.

I constantly come across customer situations where they are puzzled that they seem to have lost data after they have completed a restore. Invariably, it's just that they haven't restored all the backups contained within a single OS file. This happens most commonly with log backups but also happens when they have not restored the most recent database backup file.

It is not trivial to achieve this within simple T-SQL scripts, when the number of backup files within the OS file is unknown. It really should be.

I'd like to see a FILES=ALLFILES option on the RESTORE command. For RESTORE DATABASE, it should restore the most recent database backup plus any subsequent log files. For RESTORE LOG (which is the most important missing option), it should just restore all relevant log backups that are contained.

If you agree, you know what to do: please vote:  

https://connect.microsoft.com/SQLServer/feedback/details/769204/option-to-restore-all-backups-files-within-a-media-set

Alternately, how would you write a T-SQL command to restore all log backups within a single OS file where the number of files is unknown? Would love to hear creative solutions because all the ones that I think of are pretty messy and need dynamic SQL.