This is what I found for SQL Server:
http://blogs.msdn.com/b/arvindsh/archive/2008/08/24/sql-worker-thread-stack-sizes.aspx
http://www.sqlskills.com/blogs/jonathan/how-much-memory-does-my-sql-server-actually-need/
To sum up, 512K on 32 bit, 2M on 64 bit Windows.
For Oracle, its not available in the public documentation, but its explained on the support site in this note: Oracle Database and the Windows NT memory architecture, Technical Bulletin (Doc ID 46001.1). You can list (or change) the thread stack size (called as Reserved Memory per Thread) with the ORASTACK utility. The default size of the stack depends on the version and platform.
For example, on 64 bit Windows, the 64 bit 11.2 and 12.1 versions have default stack sizes as 3.1M and 3.5M:
11.2:
orastack X:\oracle\base\product\db11203ee\BIN\oracle.exe
Dump of file X:\oracle\base\product\db11203ee\BIN\oracle.exe
Current Reserved Memory per Thread = 3100000
Current Committed Memory per Thread = 12160
12.1:
orastack C:\oracle\base\product\db12101ee\BIN\oracle.exe
Dump of file C:\oracle\base\product\db12101ee\BIN\oracle.exe
Current Reserved Memory per Thread = 3500000
Current Committed Memory per Thread = 12160
11.2 on 32 bit Windows, 1M:
orastack C:\oracle\product\11.2.0\dbhome_1\BIN\oracle.exe
Dump of file C:\oracle\product\11.2.0\dbhome_1\BIN\oracle.exe
Current Reserved Memory per Thread = 1048576
Current Committed Memory per Thread = 4096