Auto-Commit in SQL Server and Oracle
Oracle

From AskTom in 2000:


  ...the only method Oracle operates in is "client tells us when to commit".  We do not have an autocommit mode. Various TOOLS and API's do (eg: I can tell sqlplus to autocommit, that just means sqlplus will issue a commit after each statement).


This is still true and probably always will be. For a detailed description of commit see the Oracle docs

SQL Server 2000+

from SO (inverted):


  You can turn autocommit OFF by setting implicit_transactions ON


or if you prefer, from the docs (or Mark's more direct link)