Web of ScienceWritten instructions for saving search history and setting up search alerts.
You can also set-up author alerts and citation alerts.
Note: Search alerts can only be set-up using the Web of Science Core Collection. They do not work is you are searching All Databases.
ScopusWritten instructions for creating search, author and citation alerts in Scopus.
PubMedWritten instructions on setting up search alerts in PubMed.
MedlineWritten instructions for creating and saving search alerts in Ovid Medline.
Online tutorial on using AutoAlerts in Ovid Medline.
PsycINFO (via EbscoHost)
IEEE ExploreWritten instructions on saving searches and creating search alerts (PDF).