How do I UPDATE from a SELECT in SQL Server?

UPDATE
    Table_A
SET
    Table_A.col1 = Table_B.col1,
    Table_A.col2 = Table_B.col2
FROM
    Some_Table AS Table_A
    INNER JOIN Other_Table AS Table_B
        ON Table_A.id = Table_B.id
WHERE
    Table_A.col3 = 'cool'

or using MERGE:

MERGE INTO YourTable T
   USING other_table S 
      ON T.id = S.id
         AND S.tsql = 'cool'
WHEN MATCHED THEN
   UPDATE 
      SET col1 = S.col1, 
          col2 = S.col2;