Ideally something which works with Oracle, MS SQL Server, MySQL and Posgress.
should you mean common lisp by lisp, plus there is cl-rdbms. it's heavily examined on postgres (uses postmodern because the after sales lib), it features a toy sqlite after sales and in addition it comes with an OCI based oracle after sales. it supports abstracting away the various sql dialects, comes with an sql quasi-quote syntax extension installable on e.g. the  figures.
i am unsure whether it's the very best, and i am biased anyway... :) but we wound up moving our very own lib after using clsql for some time, that is i believe probably the most broadly used sql lib for cl.
see cliki page about sql for any further reference.
Right now there is no open-source library that supports all of the SQL backends you mention. CLSQL comes quite close (missing only support for MS SQL). The options are:
- CL-RDBMS (which assists Oracle, Postgres through Postmodern and SQLite3)
- Postmodern (only Postgres).
If use a commercial Lisp, you are able to provide a attempt to CommonSQL incorporated with Lispworks, which assists all of the databases you pointed out.
CLSQL appears like typically the most popular free library right now. Regrettably, it appears to be affected by bit rot, and also the designers needed to have compromises to aid all individuals platforms.
When the RDB after sales isn't a constraint, i quickly recommend Postmodern. It's very well recorded and it has a clean API (along with a nice small language put together to SQL). Also, it's well-maintained and sufficiently small to help keep being understandable and extensible. It focuses only on Postgres, not attempting to be everything for those people.