In "Differential operators on the flag varieties" (http://www.numdam.org/article/AST_1981__87-88__43_0.pdf) by Brylinski, he uses on page 53 a Künneth formula for local cohomology with support.
Unfortunately he gives no reference for the formula and so far I couldn't find any literature stating this theorem.
Does anyone know what the general statement is and where I could find it?
EDIT: I removed my guess for the formula.