C#, 116 + 33 = 149 bytes
Not the shortest code, but... it works anyway :P
int[]l(int m){List<int>i=new List<int>();for(int j=1;j<= m;j++){for(int x=0;x<j;x++){i.Add(j);}}return i.ToArray();}
Requires this at the top of the file (33 bytes):
using System.Collections.Generic;
Un-golfed version:
int[] RepatedNumberList(int m)
{
List<int> intList = new List<int>();
for (int j = 1; j <= m; j++)
{
for (int x = 0; x < j; x++)
{
intList.Add(j);
}
}
return initList.ToArray();
}