How do I query if a database schema exists

Are you looking for sys.schemas?

IF NOT EXISTS (SELECT * FROM sys.schemas WHERE name = 'jim')
BEGIN
EXEC('CREATE SCHEMA jim')
END

Note that the CREATE SCHEMA must be run in its own batch (per the answer below)

@bdukes is right on the money for determining if the schema exists, but the statement above won't work in SQL Server 2005. CREATE SCHEMA <name> needs to run in its own batch. A work around is to execute the CREATE SCHEMA statement in an exec.

Here is what I used in my build scripts:

IF NOT EXISTS (SELECT 1 FROM sys.schemas WHERE name = '<name>')
BEGIN
    -- The schema must be run in its own batch!
    EXEC( 'CREATE SCHEMA <name>' );
END

This is old so I feel compelled to add: For SQL SERVER 2008+ These all work (for the select part), then use EXECUTE('CREATE SCHEMA <name>') to actually create it on negative results.

DECLARE @schemaName sysname = 'myfunschema';
-- shortest
If EXISTS (SELECT 1 WHERE SCHEMA_ID(@schemaName) IS NOT NULL)
PRINT 'YEA'
ELSE
PRINT 'NOPE'

SELECT DB_NAME() AS dbname WHERE SCHEMA_ID(@schemaName) IS NOT NULL -- nothing returned if not there

IF NOT EXISTS ( SELECT  top 1 *
                FROM    sys.schemas
                WHERE   name = @schemaName )
PRINT 'WOOPS MISSING'
ELSE
PRINT 'Has Schema'

SELECT SCHEMA_NAME(SCHEMA_ID(@schemaName)) AS SchemaName1 -- null if not there otherwise schema name returned

SELECT SCHEMA_ID(@schemaName) AS SchemaID1-- null if not there otherwise schema id returned


IF EXISTS (
    SELECT sd.SchemaExists 
    FROM (
        SELECT 
            CASE 
                WHEN SCHEMA_ID(@schemaName) IS NULL THEN 0
                WHEN SCHEMA_ID(@schemaName) IS NOT NULL THEN 1
                ELSE 0 
            END AS SchemaExists
    ) AS sd
    WHERE sd.SchemaExists = 1
)
BEGIN
    SELECT 'Got it';
END
ELSE
BEGIN
    SELECT 'Schema Missing';
END