Even if PHP/MySQL supported this I wouldn't do it. It generally makes for harder to read code, and could have the ever dangerous "unspecified" kinda of problem, where it works now, then PHP 4.0.9 or MySQL X.YY.ZZ comes out and it doesn't work anymore or worse works differently.
If you need to loop through several statements, try building them in a loop of some kind and feeding them to a function built to do whatever you need to do with each query result for errors/output formatting whatever.
If someone were to write this, the one time this would be nice would be in transactions like Oracle and postgresql support, or even in batch writing for MySQL where transactions are important. Then you could build a transacation list and fire it off to the server and get back an arrayed result set and associated handles, one for each item in the list.
Just check the transaction result and if it's null then something failed, otherwise everything went well.
Dammit, now I've got to go and write a function. :-)
