Most don't? Bummer.
I principally use SQL Server and it does. I know Oracle doesn't but I thought Oracle might be an aberration.
In SQL Server, I'm quite certain you can run multiple DDL statements in a single transaction although I also think there's a couple of restrictions (which I have all forgotten). You can do a create or an alter or a drop of most things and roll it back, if you like. Red-Gate SQL Compare (a tool I love) takes advantage of this.
The problem with doing this is that your transaction scope becomes fairly interesting... When you involve the system catalogs in an update transaction (DDL), you run the risk of taking some really important locks and you may block access to the system catalogs. Users can't do much if their queries can't find their tables in the catalogs!
On balance, though, it's handy to be able to include DDL in a multi-statement transaction.
More usefully, the SQL Server DDL command TRUNCATE can also be an element of a multi-statement transaction. You can truncate a target table (very fast), build it, and then do a commit if you like the result. If something goes wrong, you rollback and voila!, it's like you never disturbed the table. Log space is also minimized. I take advantage of that fairly often.
