<p>Ideally something that will work with Oracle, MS SQL Server, MySQL and Posgress.</p>

At the moment there's no open-source library that supports all the SQL backends you mention.
CLSQL
comes quite close (lacking only support for MS SQL). The alternatives are:
CL-RDBMS
(which supports Oracle, Postgres through Postmodern and SQLite3)
Postmodern
(only Postgres).
If you can use a commercial Lisp, you can give a try to
CommonSQL
included with Lispworks, which supports all the databases you mentioned.
CLSQL looks like the most popular open source library at the moment. Unfortunately, it seems to suffer from bit rot, and the developers had to make some compromises to support all those platforms.
If the RDB backend is not a constraint, then I recommend Postmodern. It is very well documented and has a clean API (and a nice small language compiled to SQL). Also, it is well maintained and small enough to keep being understandable and extensible. It focuses only on Postgres, not trying to be all things for all people.