I haven't ever seen such a thing, but there is this dev tool that includes a syntax checker for oracle, mysql, db2, and sql server... http://www.sqlparser.com/index.php
However this seems to be just the library. You'd need to build an app to leverage the parser to do what you want. And the Enterprise edition that includes all of the databases would cost you $450... ouch!
EDIT: And, after saying that - it looks like someone might already have done what you want using that library: http://www.wangz.net/cgi-bin/pp/gsqlparser/sqlpp/sqlformat.tpl
The online tool doesn't automatically check against each DB though, you need to run each manually. Nor can I say how good it is at checking the syntax. That you'd need to investigate yourself.