While not exactly what you're looking for, The Definitive Guide to SQLite takes you from writing a SELECT statement all the way to an overview of SQLite internals. O'Reilly also published a booklet called Inside SQLite that goes a bit deeper into the subject. I suggest SQLite because the source code is superb (seriously, some of the most readable, most logically organized and best commented C code you'll ever see) and it's a fairly small codebase with a huge community.

And then there is Database Systems, The Complete Book where the second half of the book offers in deep coverage of the implementation of database systems.