(and, I think, in any database that supports "Structured Query Language"), the "INSERT" statement only works on one table at a time.
Oracle supports INSERT ALL (INSERT ALL INTO A ... INTO B ... INTO C....) and INSERT FIRST.
Perhaps not what you meant, but SQL Server indirectly allows it, via Partitioned Views or Views with INSTEAD OF Triggers. Those, in a sense, extend the original INSERT statement to include multiple tables. Same goes for DB2.
Of course, a trigger can continue inserting into other tables, but that is mot definitely not the same statement.
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