I may be a little ironical here, but I believe the problem with RDBMS is that if you got a RDBMS everything looks like a table. There are many ways to store information around, but it seems the only "reasonable" way to do it is to hack together some sort of normalized form. This may be OK in some situations, but not in each and every one.
Very often I believe a file, often a text one, might be more than enough: imagine if you had to store complex tree-like structures like a parsed programming language of your choice in a RDBMS!
Then you are free to create second-level databases of your choice; but when you start to have tens of "link tables" just to trace trees or N:N relationships....