Yeah, for most non-MMO-type games, a RDBMS is totally useless. Game content doesn't need it, but many games do use a library-style custom (often binary) format for game data. A few of them even use zip files and incorporate zlib to access them. <.<

Even still, it all depends on what you're storing and how you need to access it. Each format/methodology has its advantages and disadvantages for different needs.