Is it true that all data modifications are undone when the transaction they are a part of gets rolled back?

For example if a cursor that just executed a stored procedure 100 times that updated a table on each iteration, would all those updates get rolled back?

Would a DDL statement get rolled back?...such as DROP TABLE or CREATE VIEW? What about DROP DATABASE?

I know certain statements still execute though like PRINT "MESSAGE".

I'm just trying to get an idea of what kinds of events still occur.