This is not very user-friendly:

postgres=# do $$
begin
  COMMIT;
end;
$$;
ERROR: SPI_execute_plan_with_paramlist failed executing query "COMMIT": SPI_ERROR_TRANSACTION
CONTEXT:  PL/pgSQL function "inline_code_block" line 2 at SQL statement

Clearly we don't support that, but seems like it would deserve a better error message.

Curiously, we *do* give a better error message if you try that with EXECUTE:

postgres=# do $$
begin
  EXECUTE 'COMMIT';
end;
$$;
ERROR:  cannot begin/end transactions in PL/pgSQL
HINT:  Use a BEGIN block with an EXCEPTION clause instead.
CONTEXT:  PL/pgSQL function "inline_code_block" line 2 at EXECUTE statement

Barring objections, I'll add the same error message to the non-execute codepath.

--
  Heikki Linnakangas
  EnterpriseDB   http://www.enterprisedb.com
diff --git a/src/pl/plpgsql/src/pl_exec.c b/src/pl/plpgsql/src/pl_exec.c
index 9929e04..a21ea53 100644
--- a/src/pl/plpgsql/src/pl_exec.c
+++ b/src/pl/plpgsql/src/pl_exec.c
@@ -2889,6 +2889,17 @@ exec_stmt_execsql(PLpgSQL_execstate *estate,
 			exec_set_found(estate, false);
 			break;
 
+			/* Some SPI errors deserve specific error messages */
+		case SPI_ERROR_COPY:
+			ereport(ERROR,
+					(errcode(ERRCODE_FEATURE_NOT_SUPPORTED),
+					 errmsg("cannot COPY to/from client in PL/pgSQL")));
+		case SPI_ERROR_TRANSACTION:
+			ereport(ERROR,
+					(errcode(ERRCODE_FEATURE_NOT_SUPPORTED),
+					 errmsg("cannot begin/end transactions in PL/pgSQL"),
+			errhint("Use a BEGIN block with an EXCEPTION clause instead.")));
+
 		default:
 			elog(ERROR, "SPI_execute_plan_with_paramlist failed executing query \"%s\": %s",
 				 expr->query, SPI_result_code_string(rc));
-- 
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