Clustered Index
A clustered index determines the physical order in which rows are stored on disk. Because data can only be sorted one way, a table can have at most one clustered index.
In SQL Server and MySQL (InnoDB) the primary key is the clustered index by default, so rows are stored in primary-key order and range scans on it are very fast. A non-clustered index is a separate structure that points back to the row.
Oracle has no clustered index in the SQL Server sense; its closest equivalent is an Index-Organized Table (IOT), where the table itself is stored as a B-tree on the primary key.