One (dirty) way to do it is to use tryCatch with an empty function for error handling. For example, the following code raises an error and breaks the loop :

for (i in 1:10) {
    print(i)
    if (i==7) stop("Urgh, the iphone is in the blender !")
}

[1] 1
[1] 2
[1] 3
[1] 4
[1] 5
[1] 6
[1] 7
Erreur : Urgh, the iphone is in the blender !

But you can wrap your instructions into a tryCatch with an error handling function that does nothing, for example :

for (i in 1:10) {
  tryCatch({
    print(i)
    if (i==7) stop("Urgh, the iphone is in the blender !")
  }, error=function(e){})
}

[1] 1
[1] 2
[1] 3
[1] 4
[1] 5
[1] 6
[1] 7
[1] 8
[1] 9
[1] 10

But I think you should at least print the error message to know if something bad happened while letting your code continue to run :

for (i in 1:10) {
  tryCatch({
    print(i)
    if (i==7) stop("Urgh, the iphone is in the blender !")
  }, error=function(e){cat("ERROR :",conditionMessage(e), "\n")})
}

[1] 1
[1] 2
[1] 3
[1] 4
[1] 5
[1] 6
[1] 7
ERROR : Urgh, the iphone is in the blender ! 
[1] 8
[1] 9
[1] 10

EDIT : So to apply tryCatch in your case would be something like :

for (v in 2:180){
    tryCatch({
        mypath=file.path("C:", "file1", (paste("graph",names(mydata[columnname]), ".pdf", sep="-")))
        pdf(file=mypath)
        mytitle = paste("anything")
        myplotfunction(mydata[,columnnumber]) ## this function is defined previously in the program
        dev.off()
    }, error=function(e){cat("ERROR :",conditionMessage(e), "\n")})
}

It is generally a bad practice to suppress errors or exceptions without handling them, but this can be easily done like this:

try:
    # block raising an exception
except:
    pass # doing nothing on exception

This can obviously be used in any other control statement, such as a loop:

for i in xrange(0,960):
    try:
        ... run your code
    except:
        pass

You can use try for this purpose!

for k = 1:10
        %do stuff
        try
         % portion of the code where error can occur
        end
end

If you want to skip an iteration of a for loop, don't raise an exception then catch it, just use the continue keyword:

if len(step_indexs) < 1:
    continue