R, 39 33 30 bytes

c(a<-scan(),setdiff(a:a[2],a))

Try it online!

Thanks for saved bytes to user2390246 and J.Doe.

05AB1E, 4 bytes

Ÿ¦¨«

Try it online!

Explanation

    Ÿ      # inclusive range [a ... b]

     ¦¨    # remove the first and last element

       «   # append to input

Python 3, 52 48 47 42 bytes

lambda a,b:[a,b,*range(a,b,(a<b)*2-1)[1:]]

Try it online!

Combined former implementations.

Python 2 (Cython), 36 35 bytes

lambda x:x+range(*x,-cmp(*x)|1)[1:]

Thanks to @nwellnhof for golfing off 1 byte!

Try it online!

Python 2, 37 bytes

lambda x:x+range(*x+[-cmp(*x)|1])[1:]

Thanks to @JonasAusevicius for the port to CPython!

Try it online!

Perl 6, 26 22 bytes

{|@_,|[...^](@_).skip}

Try it online!

Explanation

{                    }

 |@_,   # Slip args a,b into result

      [...^](@_)  # Reduce args a,b with ...^ operator, same as a...^b

                .skip  # Skip first element

     |  # Slip into result

Python 2, 40 bytes

lambda x,y:[x,y]+range(x,y,-(y<x)|1)[1:]

Try it online!

Python 3, 64 62 51 bytes

lambda a,b:[a,b]+[*range(a+1,b)]+[*range(a-1,b,-1)]

Try it online!

Python 2, 58 45 bytes

lambda a,b:[a,b]+range(a+1,b)+range(a-1,b,-1)

Try it online!

Python 2, 47 41 bytes

lambda a,b:[a,b]+range(a,b,(a<b)*2-1)[1:]

Try it online!

Here's mine, now that a lot of other Python answers have been posted

_{-6 bytes, thanks to G B}

Japt, 8 bytes

cUr!õ kU

Try it here

             :Implicit input of array U

c            :Concatenate

 Ur          :  Reduce U by

   !õ        :   Inclusive range

      kU     :  Remove all elements in original U

JavaScript (ES6), 51 bytes

Takes input as (a)(b).

a=>g=(b,c=b)=>(b+=b<a|-(b>a))-a?[...g(b,c),b]:[a,c]

Try it online!

Commented

a =>                // main function, taking a

  g = (             // g = recursive function

    b,              //     taking b

    c = b           // we save a backup of the original value of b into c

  ) =>              //

    (b +=           // add to b:

      b < a |       //   +1 if b is less than a

      -(b > a)      //   -1 if b is greater than a

    )               //   (or 0 if b = a)

    - a ?           // if the updated value of b is not equal to a:

      [             //   generate a new array:

        ...g(b, c), //     prepend all values generated by a recursive call

        b           //     append the current value of b

      ]             //

    :               // else:

      [a, c]        //   stop recursion and return the first 2 values: a and c

Java 10, 109 108 104 102 93 62 bytes

Using a space-delimited String:

b->a->{var r=a+" "+b;for(;a<b?++a<b:--a>b;)r+=" "+a;return r;}

Try it online.

Using a List:

b->a->{var r=new java.util.Stack();for(r.add(a),r.add(b);a<b?++a<b:--a>b;)r.add(a);return r;}

Try it online.

(a<b?++a<b:--a>b can be ++a<b||(a-=2)>b for the same byte-count: Try it online for the String or Try it online for the List.)

Old (109 108 104 102 101 bytes) answer using an array:

a->b->{int s=a<b?1:-1,i=a!=b?(b-a)*s+1:2,r=new int[i];for(r[0]=a,r[1]=b;i>2;)r[--i]=b-=s;return r;}

-7 bytes thanks to @nwellnhof.

Try it online.

Explanation:

a->b->{                // Method with 2 int parameters & int-array return-type

  int s=               //  Step integer, starting at:

        a<b?1          //   1 if the first input is smaller than the second

        :-1;           //   -1 otherwise

      i=               //  Array-index integer, starting at:

        a!=b?          //   If the inputs aren't equal:

         (b-a)*s+1     //    Set it to the absolute difference + 1

        :              //   Else:

         2,            //    Set it to 2

      r=new int[i];  //  Result-array of that size

  for(r[0]=a,          //  Fill the first value with the first input

      r[1]=b;          //  And the second value with the second input

      i>2;)            //  Loop `i` downwards in the range [`i`,2):

    r[--i]=            //   Decrease `i` by 1 first with `--i`

                       //   Set the `i`'th array-value to:

           b-=s;       //    If the step integer is 1: decrease `b` by 1

                       //    If the step integer is -1: increase `b` by 1

                       //    And set the array-value to this modified `b`

  return r;}           //  Return the result-array

Haskell, 34 bytes

a#b=a:b:[a+1..b-1]++[a-1,a-2..b+1]

Try it online!

Jelly, 4 bytes

,œ|r

Try it online!

How it works

,œ|r  Main link. Left argument: a. Right argument: b



,     Pair; yield [a, b].

   r  Range; yield [a, ..., b].

 œ|   Perform multiset union.

J, 26 bytes

,,[|.@]^:(>{.)<.+1}.i.@|@-

Try it online!

Explanation:

A dyadic verb (takes left and right argument)

                         -    subtracts the arguments

                       |@     and finds the absolute value

                    i.@       and makes a list 0..absolute difference

                 1}.          drops the fist element

                +             adds to the entire list

              <.              the smaller of the arguments

   |.@]                       reverses the list

       ^:                     only if

  [                           the left argument

         (>{.)                is greater than the first item of the list

 ,                            appends the list to

,                             the right argument appended to the left one

Octave, 45 bytes

@(a,b)[a b linspace(a,b,(t=abs(a-b))+1)(2:t)]

Try it online!

J, 13 bytes

,,<.+i.@-~-.=

Try it online!

     i.@-~       range [0 .. |difference|-1], reverse if the difference is positive

          -.=    remove the zero (either "=" is 0 or there’s nothing to remove)

  <.+            to each element add the smaller of the args

,,               prepend args

Batch, 107 bytes

@echo %1

@echo %2

@for %%s in (1 -1)do @for /l %%i in (%1,%%s,%2)do @if %1 neq %%i if %%i neq %2 echo %%i

Takes input as command-line arguments. Explanation:

@echo %1

@echo %2

Output the two integers.

@for %%s in (1 -1)do

Try both ascending and descending ranges.

@for /l %%i in (%1,%%s,%2)do

Loop over the inclusive range.

@if %1 neq %%i if %%i neq %2

Exclude the two integers.

echo %%i

Output the current value.

Pyth, 5 bytes

+QtrF

Input is a two-element list, [input 1, input 2]. Try it online here, or verify all the test cases at once here.

+QtrFQ   Implicit: Q=eval(input())

         Trailing Q inferred

   rFQ   Generate range [input 1 - input 2)

  t      Discard first element

+Q       Prepend Q

Red, 75 bytes

func[a b][s: sign? d: b - a prin[a b]loop absolute d - s[prin[""a: a + s]]]

Try it online!

Clean, 49 bytes

import StdEnv

@a b=init[a,b:tl[a,a+sign(b-a)..b]]

Try it online!

Python 2, 52 47 41 bytes

lambda i,j:[i,j]+range(i,j,(i<j)*2-1)[1:]

Try it online!

-5 with thanks to @JoKing

-6 by slicing the first element from the range (idea stolen from and with credit to @TFeld)

Non-lambda version...

Python 2, 51 49 47 bytes

i,j=input();print[i,j]+range(i,j,(i<j)*2-1)[1:]

Try it online!

-2 with thanks to @JoKing

APL (Dyalog Classic), 29 bytes

{⍺,⍵,(⌽⍣(⍺>⍵))(⍺⌊⍵)+¯1↓⍳|⍺-⍵}

Try it online!

A port of my J solution

PHP (102 bytes)

function t($a,$b){count($r=range($a,$b))>1?array_splice($r,1,0,array_pop($r)):$r=[$a,$b];print_r($r);}

Sandbox

Unfortunately (for golf) PHP has rather verbose function names, which contribute a lot to the length. But the basic idea is to create a range, then pop off the last element and stitch it back in at offset 1. For the 4,4 example I had to add count($r=range($a,$b))>1?...:$r=[$a,$b]; which adds quite a bit, and unfortunately array_splice() is by reference which hit me for a few more bytes ($r= and a ;). All because of that "edge case", lol.

Well anyway enjoy!

D, 85 bytes

Tf(T)(T a,T b){Tv=[a,b];T c=2*(b>a)-1;for(T i=a+c;a!=b&&b!=i;i+=c)v~=i;return v;}

Try it online!

A port of @HatsuPointerKun's C++ answer into D.

TI-BASIC, 35 34 bytes

-1 byte from Misha Lavrov

Prompt A,B

Disp A,B

cos(π(A>B

For(I,A+Ans,B-Ans,Ans

Disp I

End

Charcoal, 15 bytes

ＩＥ²ＮＩ…⊕θηＩ⮌…⊕ηθ

Try it online! Link is to verbose version of code. Explanation:

ＩＥ²Ｎ

Print the inputs on separate lines.

Ｉ…⊕θη

Print the ascending range, if any.

Ｉ⮌…⊕ηθ

Print the reverse ascending reverse range, if any.

Dart, 85 84 bytes

f(a,b)=>[a,b]+((a-b).abs()>1?List.generate((a-b).abs()-1,(i)=>(a>b?-i-1:i+1)+a):);

Try it online!

QBASIC, 39 53 bytes

INPUT a,b

?a

?b

FOR q=a+1TO b-1 STEP SGN(b-a)

?q

NEXT

Added the STEP parameter to account for a>b, and that uses the SGN() function to get a -1 or a +1 as increment. This however breaks the REPL because the SGN() function isn't implemented there...

Try it (the old answer) online!

Ruby, 33 40 bytes

->a,b{[a,b]+[*a..b,*a.downto(b)][1..-2]}

Try it online!

Temporary fix, trying to find a better idea

C (gcc), 65 bytes

f(a,b){for(printf("%d %d",a,b);a<b?++a<b:--a>b;)printf(" %d",a);}

Try it online!

Not very exciting. The loop increment is borrowed from an early version of Kevin Cruijssen's Java answer.