Any way to execute ad-hoc pl/pgsql?

One of our developers asked me, "is there any way to execute arbitrary
plpgsql"? By that I beleive he means: is there some way to execute ad-hoc
pl/pgsql code without creating a stored procedure or a function?

I believe MS SQL Server can do this - has any one heard of some sort of
command shell to do this for PG?

(I suppose one possibility would be something that created a temporary
stored proc to execute the code, then cleaned up after itself.)

Carlo