SQL Check Constraint Enum

I was trying to enforce something in my database to map to an enum in my domain classes. I knew it was possible to constrain a column to a list of values, because I've had tools such as Visio do it for me. But I could not find the correct syntax. Once I figured it out, I decided to post it here so I can always find it easier next time I forget.

   1: ALTER TABLE [dbo].[TableName]
   2:     ADD CONSTRAINT [TableName_ColumnName_Check] 
   3:     CHECK  ([ColumnName] in ('A', 'B', 'C', 'D'))