If you want to store data within objects, you can use any storage you like (in good encapsulation, usually the class itself decides how thing are stored). If your objects are structured like a sequential database (which I encounter quite often), you can use a sequential database.
However, if you want to make your objects themselves persistent, object databases do exist. They store the data as pointers and structures. While they can handle inheritance and structure differences quite well, they have a disadvantage of lesser recoverability when such a database gets corrupt.
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