T-SQL append number to variable

Do you want to append number to variable name? This is not possible. Why you need that, perhaps solution is more straightforward....

Try out following, perhaps id does what are you looking for:

DECLARE @cities TABLE(id int IDENTITY(1,1), cityName varchar(100))
INSERT INTO @cities(cityName) VALUES ('Morfeus'), ('Fenix'), ('Morfeus')    
SELECT 'State of orders for ' + cityName
FROM @cities

Output:

State of orders for Morfeus
State of orders for Fenix
State of orders for Morfeus

To print number as well:

SELECT '#' + CAST(id AS varchar(2)) + ' State of orders for ' + cityName
FROM @cities

Output:

1 State of orders for Morfeus 
2 State of orders for Fenix 
3 State of orders for Morfeus

The question is not quite clear what your end game is but if I understand you correctly then something like this should work (note, you need to create the parse function first):

    CREATE FUNCTION [dbo].[fnParseString]
(
    @Section SMALLINT,
    @Delimiter CHAR,
    @Text VARCHAR(MAX)
)
RETURNS VARCHAR(8000)
AS

BEGIN
DECLARE @startindex NUMERIC(18,0),
     @length NUMERIC(18,0),
     @FieldPosition INT

 SET @FieldPosition = ABS(@Section) - 1
 SET @startindex = 0


 WHILE @FieldPosition != 0
 BEGIN
    SET @FieldPosition = @FieldPosition - 1
     SET @startindex = CHARINDEX(@Delimiter, @Text, @startindex + 1) 
 END     


 SET @Text = SUBSTRING(@Text, @startindex + 1, LEN(@Text) - @startindex)
 SET @Text = SUBSTRING(@Text, 0, CHARINDEX(@Delimiter, @Text))

 RETURN @Text
END
GO

DECLARE  
@tableHTML  NVARCHAR(MAX),  
@email nvarchar(100),  
@text nvarchar(100),
@number_suffix nvarchar(1)

SET @text = 'State of orders for Morfeus|State of orders for Fenix|State of orders for Perseus|'

SET @number_suffix = 1
WHILE (@number_suffix < 4)
BEGIN
    PRINT dbo.fnParseString(@number_suffix, '|', @text)

    SET @number_suffix = (@number_suffix + 1)
END

You can do it with Dynamic SQL but you'd need to reinitialize all you variables. The following will do it, but its a colossally bad idea, and you should use sll's answer instead

DECLARE  
@tableHTML  NVARCHAR(MAX),  
@email nvarchar(100),  

@number_suffix nvarchar(1),
@SQL nvarchar(max)

SET @number_suffix = 1
WHILE (@number_suffix < 4)
BEGIN
    SET @SQL = N'
    DECLARE @text1 nvarchar(100),
            @text2 nvarchar(100),
            @text3 nvarchar(100)

    SET @text1 = ' + '''' + 'State of orders for Morfeus' + ''''  +
   'SET @text2 = ' + '''' + 'State of orders for Fenix' + ''''  + 
   'SET @text3 = ' + '''' + 'State of orders for Perseus' + ''''

    +           

    'PRINT @text' + @number_suffix
    EXEC sp_executeSQL  @SQL 
    SET @number_suffix = (@number_suffix + 1)
END