Inline BLOB / BINARY data types in SQL / JDBC

I'd like to add some PostgreSQL specific stuff to Lukas' answer:

The shortest and most easiest solution would be (since PostgreSQL 9.0 at least):

insert into lob_table (data) values( E'\\x0102030405FF' )

without any cast (if the column is already a bytea one) and only one \\x mark right at the beginning. This is the "hex format" documented in the section Binary Data Types.

Regarding the X'01FF' syntax: According to the string constant documentation PostgreSQL does support it - for bit strings. And it seems, that there is no standard conversion from bit to bytea.

There probably isn't a JDBC escape syntax, so I searched around a bit and found and successfully tested the following:

• SQL Server, Sybase ASE, Sybase SQL Anywhere

  INSERT INTO lob_table VALUES (0x01FF);
  

• DB2

  -- Use a blob constructor. This is not needed for VARCHAR FOR BIT DATA types
  INSERT INTO lob_table VALUES (blob(X'01FF'));
  

• Derby, H2, HSQLDB, Ingres, MySQL, SQLite

  INSERT INTO lob_table VALUES (X'01FF');
  

• Oracle

  -- As mentioned by a_horse_with_no_name, keep in mind the relatively low
  -- limitation of Oracle's VARCHAR types to hold only 4000 bytes!
  INSERT INTO lob_table VALUES (hextoraw('01FF'));
  

• Postgres

  -- There is also hex encoding as of Postgres 9.0
  -- The explicit cast is important, though
  INSERT INTO lob_table VALUES (E'\\001\\377'::bytea);
  

  See A.H.'s answer for more details about Postgres' hex encoding

• SQL Standard

  -- SQL actually defines binary literals as such 
  -- (as implemented by DB2, Derby, H2, HSQLDB, Ingres, MySQL, SQLite):
  <binary string literal> ::=
    X <quote> [ <space>... ] 
    [ { <hexit> [ <space>... ] <hexit> [ <space>... ] }... ] <quote>
  
  <hexit> ::=
    <digit> | A | B | C | D | E | F | a | b | c | d | e | f