If using SQL Server, SqlBulkCopy.WriteToServer(DataTable)

• SqlBulkCopy.WriteToServer Method (DataTable)

Or also with SQL Server, you can write it to a .csv and use BULK INSERT

• BULK INSERT (Transact-SQL)

If using MySQL, you could write it to a .csv and use LOAD DATA INFILE

• LOAD DATA INFILE Syntax

If using Oracle, you can use the array binding feature of ODP.NET

• Bulk Insert to Oracle using .NET

If SQLite:

• How do I bulk insert with SQLite?
• Faster bulk inserts in sqlite3?