Query to return fields of distinct values per key
Without knowing anything about the source data, perhaps this would do what you want?

USE Test;
GO
CREATE TABLE GENDER
(
    ORG INT NOT NULL
    , GENDER VARCHAR(1) NOT NULL
);

CREATE TABLE AGE
(
    ORG INT NOT NULL
    , AGE TINYINT
);

CREATE TABLE STATES
(
    ORG INT NOT NULL
    , STATENAME VARCHAR(255)
);

INSERT INTO Gender (ORG, GENDER) VALUES (1, 'M');
INSERT INTO Gender (ORG, GENDER) VALUES (1, 'F');
INSERT INTO Gender (ORG, GENDER) VALUES (2, 'M');
INSERT INTO Gender (ORG, GENDER) VALUES (2, 'F');
INSERT INTO Gender (ORG, GENDER) VALUES (3, 'M');
INSERT INTO Gender (ORG, GENDER) VALUES (3, 'F');

INSERT INTO AGE (ORG, AGE) VALUES (1,27);
INSERT INTO AGE (ORG, AGE) VALUES (1,28);
INSERT INTO AGE (ORG, AGE) VALUES (1,29);
INSERT INTO AGE (ORG, AGE) VALUES (1,30);
INSERT INTO AGE (ORG, AGE) VALUES (2,37);
INSERT INTO AGE (ORG, AGE) VALUES (2,38);
INSERT INTO AGE (ORG, AGE) VALUES (2,39);
INSERT INTO AGE (ORG, AGE) VALUES (2,40);
INSERT INTO AGE (ORG, AGE) VALUES (3, 2);

INSERT INTO STATES (ORG, STATENAME) VALUES (1,'FL');
INSERT INTO STATES (ORG, STATENAME) VALUES (1,'GA');
INSERT INTO STATES (ORG, STATENAME) VALUES (1,'MN');
INSERT INTO STATES (ORG, STATENAME) VALUES (1,'NM');
INSERT INTO STATES (ORG, STATENAME) VALUES (2,'FL');
INSERT INTO STATES (ORG, STATENAME) VALUES (2,'MN');
INSERT INTO STATES (ORG, STATENAME) VALUES (2,'NM');
INSERT INTO STATES (ORG, STATENAME) VALUES (3,'FL');
INSERT INTO STATES (ORG, STATENAME) VALUES (3,'GA');
INSERT INTO STATES (ORG, STATENAME) VALUES (3,'NM');

CREATE TABLE FACTS
(
    ORG INT NOT NULL
    , GENDER VARCHAR(1) NULL
    , AGE INT NULL
    , STATENAME VARCHAR(255) NULL
);

INSERT INTO FACTS (ORG, GENDER, AGE, STATENAME)
SELECT ORG, GENDER, NULL, NULL
FROM GENDER
GROUP BY ORG, GENDER
UNION ALL
SELECT ORG, NULL, AGE, NULL
FROM AGE
GROUP BY ORG, AGE
UNION ALL
SELECT ORG, NULL, NULL, STATENAME
FROM STATES;

SELECT *
FROM FACTS
ORDER BY ORG;


The results:



This will create a FACTS table that has all the data from several source tables.  As @ypercube and @jon-seigel said, this really doesn't make much sense; perhaps we are missing something compelling about your setup.

If this is not what you were expecting, please provide the source tables, and any other pertinent details.