What happens if you lose the connection during a huge insert? What happens when you lose your connection with the DB during a huge insert. Will part of the data be inserted? Will nothing be inserted? What is the reason for this?

The example statement I am picturing is: 

INSERT INTO user 
  (variable) 
values 
  (?),
  (?),
  (?),
  ...,
  (?)


I am specifically interested in MySQL or SQL Server.
For SQL databases that are ACID - A is for Atomic meaning all or none of a transaction will occur. When partial data is loaded and the connection stops, there is no choice in a ACID constraint but to drop all of the data.

For MySQL Innodb (default) is ACID but there is a MyISAM engine which isn't.