It certainly does work in Oracle. Quick contrived example:
SQL> select ename, job, deptno from emp
2 where (ename, deptno) in
3 ( select ename, deptno from emp
4 where job = 'MANAGER'
5 );
ENAME JOB DEPTNO
---------- --------- ----------
JONES MANAGER 20
CLARK MANAGER 10
PARAG MANAGER 30
This also works:
SQL> select ename, job, deptno from emp
2 where (ename, deptno) in (('JONES',20),('CLARK',10));
ENAME JOB DEPTNO
---------- --------- ----------
JONES MANAGER 20
CLARK MANAGER 10
NOT IN too:
SQL> select ename, job, deptno from emp
2 where (ename, deptno) not in
3 ( select ename, deptno from emp
4 where job = 'MANAGER'
5 );
ENAME JOB DEPTNO
---------- --------- ----------
SMITH CLEANER 99
SCOTT ANALYST 20
KING PRESIDENT 10
FORD ANALYST 20
MILLER CLERK 10