Moving on to MySQL, here's a simple script to create a table and insert "Hello, World!" into it:

```sql
CREATE TABLE messages (
id INT AUTO_INCREMENT PRIMARY KEY,
message VARCHAR(255)
);

INSERT INTO messages (message) VALUES ('Hello, World!');
```

For JavaScript, we can create an alert to display "Hello, World!" when the page loads. Here's the JavaScript code:

```javascript
window.onload = function() {
alert("Hello, World!");
}
```

Now, let's create a complete example where we interact with a MySQL database using PHP to retrieve the "Hello, World!" message and display it on a web page.

First, set up the MySQL database and create a table named `messages` with columns: `id` and `message`.

```sql
CREATE TABLE messages (
id INT AUTO_INCREMENT PRIMARY KEY,
message VARCHAR(255)
);
```

Then add a record with the "Hello, World!" message.

```sql
INSERT INTO messages (message) VALUES ('Hello, World!');
```

Next, create a PHP script to connect to the database and fetch the message: