I don't program in Python, but Perl does this with labels: OUTER: for (my $i=0; $i<10; $i++) { for (my $j=0; $j<10; $j++) { if (ignore_this_j($j)) { next; # Continues ...
Perl has goto mostly because it made the Awk-to-Perl translator easier to implement. It was never recommended for general usage by people in their own programs.