Some RDBMSs support recursive CTEs, which come in handy sometimes. SQLite added support earlier this year, and I've written a handful of recursive CTEs to traverse DAGs in the database. I was blown away by how quickly SQLite can handle queries like that!
Recursive CTEs are part of the SQL:1999 standard and actually make SQL into Turing complete language. I didn't realise SQLite had implemented CTEs, let alone recursive ones...I'll have to play :)