SQL Server 2005 Compact Edition. Just 1.7MB of DLLs, no installation neccessary:

http://www.microsoft.com/downloads/details.aspx?displaylang=en&FamilyID=85E0C3CE-3FA1-453A-8CE9-AF6CA20946C3

I don't know if it supports > 5GB databases and if you can have several instances work on the same database file, but it may be worth a look.