You may know SQLite - a small RDBMS that one can easily use since it requires only adding a simple DLL fitting into a few kilobytes. Due to its small size it is often embedded into products.
One can also use it in Smalltalk - for instance for Pharo using a simple wrapper project.
Today also the so called "NoSQL" databases like Mongo, CouchDB and others are getting attention. Often they work with documents, key value pairs, ...
There is also a "small sized" database engine for NoSQL - it is called "UnQLite". It is an Embeddable NoSQL Database Engine and therefore requires no separate server process. The sources have no dependency - it is easy to build a DLL from the provided C File.
Now there is already a Pharo binding in progress called "PUnQLite" from from Masashi Umezawa. The binding uses NativeBoost to call the UnQLite engine.
Really nice! So if you need a small embeddable Database for your application you should check it out.