Looping through string constants

I'd like to loop through a group of constant string values using plpgsql

The best analog i can think of would be in a shell script
#!/usr/bin/ksh

for a in a b c d e; do
echo $a
done

./a.ksh
a
b
c
d
e


Is there some tricky way I can make that happen in postgres?

(I don't want to put the values in a table =) that would be too easy!)

Thanks

Dave