See http://stackoverflow.com/questions/14449384/coldfusion-8-how-can-i-escape-commas-inside-cfparam-varchar-lists-generated-wi

cfQueryParamValueListCommaIssue.cfm

<!--- Build a query of tags --->
<cfset qTags = QueryNew('id,tag') />

<cfset QueryAddRow(qTags, 3) />
<cfset QuerySetCell(qTags, 'id', 1, 1) />
<cfset QuerySetCell(qTags, 'id', 2, 2) />
<cfset QuerySetCell(qTags, 'id', 3, 3) />
<cfset QuerySetCell(qTags, 'tag', 'Kitchen', 1) />
<cfset QuerySetCell(qTags, 'tag', 'Blue', 2) />
<cfset QuerySetCell(qTags, 'tag', 'Happy, smiling', 3) />

<!--- This will only return 1 and 2 --->
<cfquery name="qTest" dbtype="query">
  SELECT id FROM qTags
   WHERE tag IN (<cfqueryparam CFSQLType="CF_SQL_VARCHAR" value="#ValueList(qTags.tag)#" list="Yes" />)
</cfquery>

<!--- You can see the cause in the dump, the params are wrong. --->
<cfdump var="#qTest#" />