At least some versions of Sybase SQL Anywhere have a small HTTP server built in. Specially named/declared stored procs return HTML. I've built a smallish web app based on one, complete with Ajax touches. It was fun for one of my first programming jobs, but I don't know how maintainable it ended up. On one hand, at least your logic is close to your data... on the other hand, oh my god.
I once joked (as an April fools joke) about writing an HTTP server as a stored procedure on PostgreSQL (that would mean patching PostgreSQL to run as root since only root can listen on port 80).
