Navigate to Reports> Saved Searches> All Saved Searches> New
Click Item
Under Criteria
Click Standard
Filter:
Select Internal ID (Number)
Internal ID (Number): Select Any
Value: Include all Internal IDs of the items included in the Sales Order
Click Set
Select Type
Type: Select Sales Order
Click Set
Under Results
Click Columns
Field:
Select Name
Select Transaction Fields…
Transaction Filter: Select Transaction Number
Click Add
Select Transaction Fields…
Transaction Filter: Select Internal ID
Click Add
Select Transaction Fields…
Transaction Filter: Select Line ID
Click Add
Preview the result.