Agile methods can accelerate development significantly compared with traditional methods. This is true in particular for programming where fast edit-test-deploy cycles are possible even on a massive scale (look at Google or Facebook for good examples). However, the database is often another world. If you keep a lot of data in your database (and who doesn’t?) then changes to the database schema may not be as swift as regular code changes.
There are several reasons for that. The data is often the most critical asset of an organization. Losing/corrupting the data might lead to the demise of the company. Imagine a company permanently losing all their user information, including billing. This means that any such change should be taken with extreme caution and with lots of measures to detect and revert any change. This is not easy to do safely. Another reason is that the database if often at the core of many applications and some database changes lead to cascading changes in those applications.
Sometimes, schema changes, such as splitting one table into two tables, require data migration from the old to a new schema. If you have a lot of data that may be a long process that takes days or weeks because you still need to support the live system while the migration is ongoing.
So, is the database doomed to be this thorn in the side of Agile development? Not necessarily. There are some strategies you can employ to minimize both the risk and the effort to make database changes. First, use multiple databases. The data can often be split into multiple independent data sets. Any change to one of them will not impact the others. Another approach is use schema-less databases, where the application deals with the variety of implicit formats–at least during migration periods. Finally, you can get really good at managing database schema changes and build the mechanisms to support it, migrate data and ensure you have working recovery mechanisms. This takes a lot of work, but it is worth it if you work on innovative development and need to evolve your database schema.