I'm looking for a diagram or schema of all Magento 2 database tables, such as Orders, Products, etc. and their relationships with each other.
EDIT: Just like Magento 1 Anna Völkl created a new version for Magento 2. Check her answer.
What you are looking for is an ERD (Entity Relationship Diagram). I have searched for a Magento 2 ERD but could not find and. I think someone from the community will publish one at some point.
Here is a blog post which describes the database changes between 1.x and 2.x briefly.
So if you read that you should be able to use a 1.x ERD. Which you can find here: http://anna.voelkl.at/magento-ce-1-9-2-2-database-diagram/
More than a year ago I created the database diagram for the Magento Community Edition 184.108.40.206, so it was time to create a new version :-)
Here's the database diagram of the latest Magento Community Edition 2.1.3:
Magento CE 2.1.3 consists of 315 tables (that's 18 tables less compared to Magento CE 220.127.116.11).
You can find more details about what has changed in this blogpost: Magento CE 2.1.3 database diagram