Insert Multiple Rows Into Temp Table With SQL Server 2012

These StackOverflow questions here, here, and here all say the same thing, but I can't get it to run in SSMS or SQLFiddle

<!-- language: lang-sql -->

CREATE TABLE #Names
  ( 
    Name1 VARCHAR(100),
    Name2 VARCHAR(100)
  ) 

INSERT INTO #Names
  (Name1, Name2)
VALUES
  ('Matt', 'Matthew'),
  ('Matt', 'Marshal'),
  ('Matt', 'Mattison')

When I execute this is SSMS, the insert fails with the following message on the first line after VALUES

Msg 102, Level 15, State 1, Line 10
Incorrect syntax near ','.

This Fiddle runs without the # sign, and the schema executes successfully when the table name is #Names, but I get the following message when I try to select * from the table

Invalid object name '#NAMES'.: SELECT * FROM #NAMES

Does SQL Server 2012 support multiple inserts?

---

Update: Apparently accessing a 2005 server on SSMS 2012....

<!-- language: lang-sql -->

SELECT @@VERSION --Returns: Microsoft SQL Server 2005

Yes, SQL Server 2012 supports multiple inserts - that feature was introduced in SQL Server 2008.

That makes me wonder if you have Management Studio 2012, but you're really connected to a SQL Server 2005 instance ...

What version of the SQL Server engine do you get from SELECT @@VERSION ??