May I poke this feature request? http://code.google.com/p/sqlyog/issues/detail?id=1244 – It has been some time since this feature request was submitted and I'm hoping it has not been forgotten.
SQLYog already allows you to copy a Results row, but still lacks the ability to copy a result column. IMHO, this is a basic usability feature. I have to imagine that COPY/PASTE is the most common operation performed after getting a result set. It seems only proper to make copy/paste of the data you wish to get as easy as possible :-). The ideal solution would be to support spreadsheet like functionality when it comes to selecting/copying cells, whereby the user is not restricted top copy all data, entire row, or entire columns. Instead, the user can select any combination of cells from which to copy. But if the column header is selected, the entire column is selected and can be copied.