while (list ($key, $value) = each ($arr)) {
    if (!($key % 2)) { // пропустить нечётные члены
        continue;
    }
    do_something_odd ($value);
}

$i = 0;
while ($i++ < 5) {
    echo "Outer<br>\n";
    while (1) {
        echo "& & Middle<br>\n";
        while (1) {
            echo "& & Inner<br>\n";
            continue 3;
        }
        echo "This never gets output.<br>\n";
    }
    echo "Neither does this.<br>\n";
}