Hmm. Despite the bad press Goto statement have gotten (being so reminiscent of the good old BASIC days...), they do have their place.
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I think most seasoned developers agree that goto's can be used when breaking out of nested loops (or breaking out of loops from switch statements). Though there ARE methods that can be used instead of goto (using flag variables), I tend to find goto much cleaner in this case. Oh ya, or in java they have the labeled break which is like a limited goto.
</soapbox>
In answer to the original question, there's no goto in PHP that I know of, however, PHP does support an optional nested level parameter for their "break" statement, similar to the java labeled break, which can be used in appropriate cases.