A table has columns Low and High. These columns contains range. Now I want to retrieve records when given value is present in between these columns:

Low High
0450 0459
0760 0765
0460 0467
0360 0369

I want to retrieve records where '0464', '0365', '0466' is present in between low and high.

I have got to retrieve if it is one record
As

select * 
from tablename 
where '0465' between low and high

But I want the same for multiple values

OR operator

You could use OR operator in WHERE clause to concatenate multiple conditions. For example:

SELECT * 
FROM Ranges
WHERE (0464 BETWEEN low AND high) OR (0365 BETWEEN low AND high) OR (0466 BETWEEN low AND high);

Also it is possible to define custom SQL-function that will concatenate predicates via OR operator. The function will allow you to simplify the query syntax. To define custom function see documentation for your database management system.

CROSS JOIN

Another way is to build all combinations of ranges and filter values. Suppose, there are two tables in your database. Table Ranges defines low and high boundes of ranges, and table Filter contains set of values that using for ranges filtering. So, the following query returns all ranges that include values from the Filter table:

SELECT low, high
FROM Ranges, Filter
WHERE Filter.val BETWEEN Ranges.low AND Ranges.high;

Note, the query result contains duplicates of ranges. If you need to get unique ranges then use GROUP BY clause or DISTINCT operator.

A temporary table, a subquery or a collection could be used instead of Filter table.

See also live example.