select distinct customer_id, max(order_id) over (partition by customer_id order by created_date desc) FROM orders

http://sqlfiddle.com/#!15/51df39/2

Hmm… my hunch is that this doesn’t do what you think it does.

I expect the order by in the window function is effectively lost because max operated over the whole window. (And you happen to get the most recent, because in many implementations, order_id will be a sequence.)

But I might be wrong. And I might only now be learning that order by with max() and over substitutes how the “value” of the order_id is understood.

You aren't wrong.

http://sqlfiddle.com/#!15/7eb3a/7

Here's a pretty simple/normalish way to handle the edge cases. This one (without distinct) is far more consistent (wall-clock-wise, doesn't depend on caches): http://sqlfiddle.com/#!15/7eb3a/9

Note that order 2 is after order 4 in the example schema.

If you just need customer id and order id (and nothing from the original orders table), you can simplify it further http://sqlfiddle.com/#!15/7eb3a/10

Oops, you are right

Im very ignorant of partition by, but it doesn’t look like it works? http://sqlfiddle.com/#!15/696cb/1

It doesn't. http://sqlfiddle.com/#!15/7eb3a/7 is a proper implementation using windowing functions to get the first something.