Starfish Storage has released explain-running-query.py which is a script that prints the execution plan of a running query in PostgreSQL.
It comes in handy when PostgreSQL gets stuck running a query. Without the script, the best one can do is run EXPLAIN with the same query text. Still, the plan doesn't have to be the same as the original, because PostgreSQL relies heavily on table statistics when planning a query and those might have changed since the original query started.