Mathematica, being primarily a functional programming language, doesn't use standard flow-control techniques such as While , Break , Continue , etc . to the same degree that a primarily procedural language like python does.

Despite that, these are still useful things to know how to work with. We'll go through them pretty quickly, one-by-one.

While

Of all of these, While is likely the most common to be used, although as mentioned previously it can be emulated perhaps more cleanly by Do with Infinity as the iterator spec.

On the other hand, particularly in the context of Compile or other cases where a predominantly procedural paradigm is use, While can be useful.

For

For is never useful. Any time it could be used Table or Do would be a better choice.

Break / Continue / Return

As noted, For isn't useful, which renders moot the primary use case of Break and Continue . They can potentially still be useful in Do and Table , though.

All Mathematica functions have an implicit Return in them, which makes use of Return infrequent, but it has its place. Especially when there are multiple possible points of exit from a function Return can be highly useful.

It also helpfully has a second argument specifying the scope from which the value should be returned, which can allow for somewhat more targeted usage in, say Do .

Similarly, FixedPoint and other nested functional programming constructs provide support for Return , Break , and potentially Continue .