set type and in clause - Mailing list pgsql-sql

i suppose it´s been asked before (i´ve seen the question, but not the
answer, in the mailing list archives):

how do you create a set type, i.e. an attribute which is, say ´set of
char´; and then you´d want to run some query like

select  . . . from  . . . where xxx in yyy

is such a data type supported by postgresql? do other dbms´s support it?

cheers

frank