If you are using Microsoft SQL Server you don’t experience any problems, SQL Server are supported by both LINQ to SQL and the Entity Framework. Frankly speaking, it couldn’t be otherwise, since they all are made by Microsoft.
However, if you are using a non-Microsoft database engine, it’s certainly worth knowing if you can use LINQ to SQL or the Entity Framework with it. Moreover, it’s always better if there is native support.
According to the table, the Entity Framework is natively supported by a greater number of databases than plain LINQ to SQL. Anyway, if you cannot find a native provider, you can always find a 3rd party one, but you must remember that some of them are not free and/or may lack some features.
Feel free to correct this table, if it contains a mistake and comment on individual providers. It’s reasonable to keep this list comprehensive. Although I wish every major database would have native support of both technologies.