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Is it possible to define relationships between tables in different databases in SQL server 2008? And can you recommend an online tutorial for studying it? (I prefer ASP.NET, C#)
No, you can’t have foreign keys between databases.
Data integrity is within a single database only. If you need transactional consistency across databases then you should use a single database. The main issue is backups/restores: you will end up with broken data after a restore because your backups are not consistent.
A recent blog article “One Database or Ten?” explains in more details
Saying that, you can use triggers if you need this and are prepared to have broken data