How do I rename a column in a database table using SQL?

essais=> SELECT * FROM Test1;
 id | foo | bar
----+-----+-----
  2 |   1 |   2

essais=> ALTER TABLE Test1 RENAME COLUMN foo TO baz;
ALTER TABLE

essais=> SELECT * FROM Test1;
 id | baz | bar
----+-----+-----
  2 |   1 |   2

USE AdventureWorks;
GO
EXEC sp_rename 'Sales.SalesTerritory.TerritoryID', 'TerrID', 'COLUMN';
GO

RENAME COLUMN TableName.OldName AS NewName;