How do I UPDATE from a SELECT in SQL Server?

[Origin]: https://stackoverflow.com/questions/2334712/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'
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