Different Relational Databases provide External Cursors (such as Oracle Call Interface (OCI) and MSSQL and Sybase with TSQL).
Some programming languages provide API to make use of Cursors (such as PHP with MySQL, cursors are used via mysql_query, mysql_fetch_array, mysql_fetch_object, and so forth)
Here is the list of vendor specific database extensions with cursor functionality for PHP : http://us3.php.net/manual/en/refs.database.vendors.php