Loop issue

It looks like you have defined it to only copy cells that contain the value "SO". Is that what you want? Seems rather strange to me. Would you like to clarify or change your ask?

Won't you just end up with a column of cells with the values SO. Why not just put SO in A1 and drag it down? Is there something there that you are not telling us that will come back to bite us later in this discussion?

Here is code to do as you have asked

Option Explicit

Sub PasteSO()
    Dim w1 As Worksheet
    Dim w2 As Worksheet
    Set w1 = Sheets("D")
    Set w2 = Sheets("Sheet1")
    Dim lr As Long
    lr = w1.Range("A" & Rows.Count).End(xlUp).Row
    Dim lr2 As Long
    Dim l As Long

    Application.ScreenUpdating = False
        For l = 1 To lr
        lr2 = w2.Range("A" & Rows.Count).End(xlUp).Row
            If w1.Range("A" & l) like "SO*" Then
                w1.Range("A" & l).Copy w2.Range("A" & lr2 + 1)
            End If
        Next l
    Application.CutCopyMode = False
    Application.ScreenUpdating = True
    MsgBox ("completed")

End Sub

This will find SO on sheet 1 and move it to sheet 2:

Sub jsmilke()
Dim l As Long

For l = 1 To Sheets(1).Range("A" & Rows.Count).End(xlUp).Row
    If InStr(1, UCase(Cells(l, 1).Value), "SO") > 0 Then
        Sheets(2).Range("A" & Rows.Count).End(xlUp).Offset(1).Value = Sheets(1).Cells(l, 1).Value
    End If
Next l
End Sub

Check the code to make sure the next line is Next l (letter L lowercase) In the forum it looks like the number 1.

Check to make sure you copied the latest code. I made a quick change to it within seconds after posting.