There is a list of features that SQLite does *not* support 
at http://www.sqlite.org/omitted.html.  If you find additional
features that SQLite does not support, you may want to list them
below.
----

*: SQL92 Character sets, collations, coercibility.
*: Inserting blob using X'AABBCCDD' syntax.
*: Stored Procedures
*: Rollup and Cube
*: INSERT INTO with multiple rows (ie. INSERT INTO table VALUES (...), (...). etc)
*: CREATE DATABASE, DROP DATABASE
*: ALTER VIEW, ALTER TRIGGER
*: Schemas
*: TRUNCATE (MySQL, Postgresql and Oracle have it... but I dont know if this is a standard command)
*: ORDER BY myfield ASC NULLS LAST (Oracle)
*: CREATE TRIGGER [BEFORE | AFTER | INSTEAD OF] (Oracle)
*: UPDATE with a FROM clause (not sure if this is standard, Sybase and Microsoft have it).
*: Multi-column IN clause (ie. SELECT * FROM tab WHERE (key1, key2) IN (SELECT...)
*: CURRENT-Functions like CURRENT_DATE, CURRENT_TIME are missing
*: INSERTing less values than columns does not fill the missing columns with the default values; if less values than columns in the table are supplied, all columns filled have to be named before the keyword values
*: rename table command (mysql has)
*: ESCAPE clause for LIKE
*: DISTINCT ON (expr,...) - this is from Postgres, where expr,... must be the leftmost expressions from the ORDER BY clause
*: MEDIAN and standard deviation... are they standard?  Useful for sqlite standalone (for shell script users)