'CONTINUE' keyword in Oracle 10g PL/SQL

For future searches, in oracle 11g they added a continue statement, which can be used like this :

    SQL> BEGIN
  2     FOR i IN 1 .. 5 LOOP
  3        IF i IN (2,4) THEN
  4           CONTINUE;
  5        END IF;
  6        DBMS_OUTPUT.PUT_LINE('Reached on line ' || TO_CHAR(i));
  7     END LOOP;
  8  END;
  9  /
Reached on line 1
Reached on line 3
Reached on line 5

PL/SQL procedure successfully completed.

In fact, PL SQL does have something to replace CONTINUE. All you have to do is to add a label (a name) to the loop :

declare
   i integer;
begin
   i := 0;

   <<My_Small_Loop>>loop

      i := i + 1;
      if i <= 3 then goto My_Small_Loop; end if; -- => means continue

      exit;

   end loop;
end;

Though it's a bit complex and just a fake, you can use exception this way :

DECLARE
  i NUMBER :=0;
  my_ex exception;
BEGIN
  FOR i IN 1..10
  LOOP
      BEGIN
         IF i = 5 THEN
            raise my_ex;
         END IF;
         DBMS_OUTPUT.PUT_LINE (i);
      EXCEPTION WHEN my_ex THEN
         NULL;
      END;
  END LOOP;

END;

You can simulate a continue using goto and labels.

DECLARE
   done  BOOLEAN;
BEGIN
   FOR i IN 1..50 LOOP
      IF done THEN
         GOTO end_loop;
      END IF;
   <<end_loop>>  -- not allowed unless an executable statement follows
   NULL; -- add NULL statement to avoid error
   END LOOP;  -- raises an error without the previous NULL
END;