CHECK constraints

CHECK constraints are parsed but they are not enforced. NOT NULL and UNIQUE constraints are enforced, however.

FOREIGN KEY constraints

FOREIGN KEY constraints are parsed but are not enforced.

Complete trigger support

There is some support for triggers but it is not complete. Missing subfeatures include FOR EACH STATEMENT triggers (currently all triggers must be FOR EACH ROW), INSTEAD OF triggers on tables (currently INSTEAD OF triggers are only allowed on views), and recursive triggers - triggers that trigger themselves.

Complete ALTER TABLE support

Only the RENAME TABLE and ADD COLUMN variants of the ALTER TABLE command are supported. Other kinds of ALTER TABLE operations such as DROP COLUMN, ALTER COLUMN, ADD CONSTRAINT, and so forth are omitted.

Nested transactions

The current implementation only allows a single active transaction.

The COUNT(DISTINCT X) function

You can accomplish the same thing using a subquery, like this:
  SELECT count(x) FROM (SELECT DISTINCT x FROM tbl);

RIGHT and FULL OUTER JOIN

LEFT OUTER JOIN is implemented, but not RIGHT OUTER JOIN or FULL OUTER JOIN.

Writing to VIEWs

VIEWs in SQLite are read-only. You may not execute a DELETE, INSERT, or UPDATE statement on a view. But you can create a trigger that fires on an attempt to DELETE, INSERT, or UPDATE a view and do what you need in the body of the trigger.

GRANT and REVOKE

Since SQLite reads and writes an ordinary disk file, the only access permissions that can be applied are the normal file access permissions of the underlying operating system. The GRANT and REVOKE commands commonly found on client/server RDBMSes are not implemented because they would be meaningless for an embedded database engine.