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It is rather easy to find links describing a feature. In most cases there is no hint in which release the feature was introduced.
Often the last resort is to google for the feature in combination with special releases and to compare the hit counts or something similar like old lists of new features etc.
Normally I would just google with some specific keywords. If you know the official website of the given DBMS, that could be even more helpful.
Example: To find out which version or release of Oracle the CTX_DOC.SNIPPET function comes from, just google: oracle new CTX_DOC SNIPPET function site:oracle.com .
Sometimes the last resort is probably the easiest way. You just need to fine-tune your search terms.
Useful link for PostgreSQL: http://www.postgresql.org/about/featurematrix
