The databases I am familiar with that use sequences support getting the previous value. With PostgreSQL it is:

SELECT currval('table_key_seq')
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With Oracle it is:

SELECT table_key_seq.currval FROM dual
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Both of them can use sequences for the default value on the primary key. This makes the usage model the same as MySQL or SQL Server of insert the row without the key, and fetch the just-inserted value of the key.