[sql-server] insert a NOT NULL column to an existing table

Other SQL implementations have similar restrictions. The reason is that adding a column requires adding values for that column (logically, even if not physically), which default to NULL. If you don't allow NULL, and don't have a default, what is the value going to be?

Since SQL Server supports ADD CONSTRAINT, I'd recommend Pavel's approach of creating a nullable column, and then adding a NOT NULL constraint after you've filled it with non-NULL values.