You can do this on Oracle as well.
Read the Oracle manual about "External Authentification".
Briefly from memory you set the following parameters in the initORCL.ini
file:

remote_os_authent=true
os_authent_prefix=""

The create users using....
create user xxx identified externally;

Then the OS takes over to make the connection...
The user connects with "/ @orcl"

The manual has a huge section on this and can be found online at
http:\\technet.oracle.com


Cheers