Compare And Select Data Of Two Tables

I try to compare and select data from table that which not in other table

Select
AAA_Id
,BBB
From dbo.Table1 a
Where AAA_Id not in(Select b.AAA_Id
From dbo.Table2 b, dbo.Table1 a
Where b.AAA_Id = 11)

But when I modified it like:

Select
AAA_Id
,BBB
From dbo.Table1 a
union
Select
0
,'Select'
From dbo.Table1 a
Where AAA_Id not in(Select b.AAA_Id
From dbo.Table2 b, dbo.Table1 a
Where b.AAA_Id = 11)
Order by 2

I cannot to get same result.