Recently I came across a highly transactional DB with no FK's! The data integrity was managed by the front-end application.
Unfortunately this is not uncommon in database / application design. I can't tell you the number of vendor-supplied applications I've looked at that don't make use of basic database features such as keys, indexes or constraints. Not to offend anyone, but it usually happens when you've got front-end developers driving the whole thing without a good DBA adding input. When I came to my current position, the developers were running the show and I had to slowly bring them over to agreeing to use things like stored procedures, constraints, keys and db-side functions.
Also, while there are many things I have fundimental disagreements with Celko on, I do like that quote as well.