As it happens, Oracle's PL/SQL has a "goto" statement. But PL/pgSQL does not. (I assume that this is because "goto" is considered a bad thing.) But PL/SQL programmers do use it. However, the doc section:
The reason why PL/pgSQL has not "goto" statement is mainly technological. PL/pgSQL is an interpreter of high level commands. For this kind of interpreter the "goto" - unstructured jump cannot be effectively implemented. PL/pgSQL is very simple, and relatively fast (expressions are slow due evaluation by SQL executor), but "goto" cannot be implemented there. Interpreter of PL/pgSQL is very different from the more usual p-code interpreter