The IN keyword is standard SQL - I would be extremely surprised if any of the popular DBMSs don't support it.
Typically you will use IN with a list of values. In the help for SQL Server (Books Online) they show this example of IN:
Code:
...
WHERE e.Title IN ('Design Engineer', 'Tool Designer', 'Marketing Assistant')
..and the equivalent without IN:
Code:
...
WHERE e.Title = 'Design Engineer'
OR e.Title = 'Tool Designer'
OR e.Title = 'Marketing Assistant'
The fact that you can use a query to get the values (instead of a fixed list like in the example), means that you can perform much more powerful queries, with far less effort (and much more speed) than writing code to do the same thing.