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Database management systems (or DBMSs) have been around for decades, and yet are still difficult to use, particularly when trying to identify and fix errors in user programs (or queries). We seek to understand what methods have been proposed to help people debug database queries, and whether these techniques have ultimately been adopted by DBMSs (and users). We conducted an interdisciplinary review of 112 papers and tools from the database, visualisation and HCI communities. To better understand whether academic and industry approaches are meeting the needs of users, we interviewed 20 database users (and some designers), and found surprising results. In particular, there seems to be a wide gulf between users' debugging strategies and the functionality implemented in existing DBMSs, as well as proposed in the literature. In response, we propose new design guidelines to help system designers to build features that more closely match users debugging strategies.