Mine

var
  i : Integer;

label
  GotoLabel;

begin
  for i := 1 to 10 do
  begin
    ShowMessage('i = '+IntToStr(i));

    if i = 4 then Goto GotoLabel;  
  end;

  ShowMessage('The loop finished OK');
GotoLabel:
  ShowMessage('Loop finished with i = '+IntToStr(i));
end;