In the database editor (both Sandbox and Live) it's possible to select multiple records (e.g. for deletion) by ctrl-clicking each row. But it's not possible to select by shift-clicking across a range of rows. This is unusual and unexpected behaviour. It's not that multi-select is impossible, it's just that it needs to be done in a tedious and unusual way.
I request that a normal shift-click range select be implemented in the database editor.