SQL Data warehouse and normalization forms
Actually it is common to denormalise in a data warehouse.

For instance I will  have the full address of customers with the state and the country as columns in my Customer dimension. The data will be duplicated a lot for the customers living in the same city, but I won't have to do two costly joins to retrieve the state and then the country from two other tables.

Most of Data Warehouse are modelled as Star Schemas, where the fact table (the event you want to measure) is directly joined to dimensions (e.g. Time, Customer, Product, ...). It can be a constellation if you have multiple fact tables sharing the same conformed dimensions. You can also have some kind of normalisation where for instance the State and the Country would be in another dimension joined to the Customer dimension, but some reporting tools behave better with a pure Star Schema.