This paper introduces HLDB, the first practical system that can answer exact spatial queries on continental road networks entirely within a database. HLDB is based on hub labels (HL), the fastest point-to-point algorithm for road networks, and its queries are implemented (quite naturally) in standard SQL. Within the database, HLDB answers exact distance queries and retrieves full shortest-path descriptions in real time, even on networks with tens of millions of vertices. The basic algorithm can be extended in a natural way (still in SQL) to answer much more sophisticated queries, such as finding the ten closest fast-food restaurants. We also introduce efficient new HL-based algorithms for even harder problems, such as best via point, ride sharing, and point of interest prediction. The HLDB framework makes it easy to implement these algorithms in SQL, enabling interactive applications on continental road networks.