To name just a few:

Filestream https://docs.microsoft.com/en-us/sql/relational-databases/bl...

File Tables https://docs.microsoft.com/en-us/sql/relational-databases/bl...

Remote Blob Storage https://docs.microsoft.com/en-us/sql/relational-databases/bl...

BFILE http://docs.oracle.com/cd/E11882_01/appdev.112/e18294/adlob_...

I'm sure there are more. But rest assured, they do cost, and usually a lot.