Years ago, "finish" carpenters would travel from job to job to find work. When they showed up on site, they would speak with the foreman, who would ask to see their toolbox. See, in those days, there were no power tools, so the carpenter carried everything with them to the job. And - this is the important part - they built their own toolbox, out of wood.
These weren't your ordinary toolboxes. They were works of art, carefully crafted and assembled, and as beautiful to look at as they were useful to the workman. The foreman could simply examine the joinery and finish of the toolbox to evaluate the carpenter. In effect, it was the carpenter's resume.
So in these times, when you might face a job change, you should make a toolbox. You should have something that a prospective employer can evaluate to see how well you do your craft. And what would that be? A script library? No - too easy to copy and fake. A sample database? Perhaps - but I have another suggestion.
I try to keep a list of the type of projects I've worked on. It's important not to reveal any details on what your company is working on of course, but you can certainly document the data projects you were involved in, such as "a large CRM implementation" or "created an inexpensive data warehouse using current company data structures", or even "here's my maintenance plan strategies". True, you can't detail the entire project, but you can talk about the fact that you worked in a team, on a "canned" application or an "in-house" development project and so on. You can talk about what you learned in that project, what you would do the same, and what you would do differently.
This information can go in your resume, but I normally keep the resume short. I keep this information separate, with as much detail as I feel would not violate the trust of the company I'm working for. Then during the interview, I listen to the job description, and ask questions about the projects the team is planning to implement. Then I trot out my documentation and point out the sections that are closest to those projects. And nothing is more desirable to an employer than someone who has done the work before.