With Oracle 10g client(sqlplus), you can connect to a database without a tnsaname.ora file.
Here is the syntax of the connection string and an example:
CONNECT username/password@[//] [:port][/service_name]
C:\>sqlplus /nolog
SQL*Plus: Release 10.2.0.1.0 - Production on Thu Oct 30 11:20:54 2008
Copyright (c) 1982, 2005, Oracle. All rights reserved.
SQL> conn system/password@192.3021/orcl
Connected.
SQL>
In fact, you can connect to the earlier verions of Oracle using this method.

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