How to select the nth row in a SQL database table?

I'm interested in learning some (ideally) database agnostic ways of selecting the nth row from a database table. It would also be interesting to see how this can be achieved using the native functionality of the following databases:

• SQL Server
• MySQL
• PostgreSQL
• SQLite
• Oracle

I am currently doing something like the following in SQL Server 2005, but I'd be interested in seeing other's more agnostic approaches:

WITH Ordered AS (SELECT ROW_NUMBER() OVER (ORDER BY OrderID) AS RowNumber, OrderID, OrderDateFROM Orders)SELECT *FROM OrderedWHERE RowNumber = 1000000

Credit for the above SQL: Firoz Ansari's Weblog

Update: See Troels Arvin's answer regarding the SQL standard. Troels, have you got any links we can cite?