Как да избера фиксиран брой редове за всяка група?

Използвайте:

SELECT x.a,
       x.b,
       x.distance
  FROM (SELECT t.a,
               t.b,
               t.distance
               CASE 
                 WHEN @distance != t.distance THEN @rownum := 1 
                 ELSE @rownum := @rownum + 1 
               END AS rank,
               @distance := t.distance
          FROM TABLE t
          JOIN (SELECT @rownum := 0, @distance := '') r
      ORDER BY t.distance --important for resetting the rownum variable) x
 WHERE x.rank <= 2
ORDER BY x.distance, x.a