Some Clean Up

It appears recursion is permitted, but it is disabled by default.
CREATE PROCEDURE p4(i INT) SELECT i;

CREATE PROCEDURE p5( j INT)
BEGIN
   DECLARE i INT;
      SET i=0;
      WHILE i < j DO
         CALL p4(i);
         SET i = i + 1;
      END WHILE; 
END

Cursors

DECLARE cursor_name CURSOR FOR select statement
- DECLARE warehouseWalker CURSOR FOR SELECT * FROM WAREHOUSE
- The select statement may not have the INTO clause
- Must appear before handler and after variable declaration
- You may declare multiple cursors in a code segment.
After the cursor is declared, it needs to be opened.
- OPEN cursor_name;
When we are finished with a cursor, it must be closed
- CLOSE cursor_name;
- Exiting the enclosing block will close a cursor.
- It is an error to close a cursor which is not open.
Finally, you must FETCH a line from the results of the select statement
- FETCH [[NEXT ] FROM ] cursor_name INTO var1 [,var2, var3 .. varn]
- There must be one variable for each column selected
- When the fetch fails, a No Data condition occurs.
- Or a NOT FOUND condition.
- You need to set up handlers for this.

A complete example:

CREATE PROCEDURE ww(OUT managers VARCHAR(400))
BEGIN
   DECLARE finished BOOL DEFAULT FALSE;
   DECLARE count INT DEFAULT 0;
   DECLARE name VARCHAR(100);

   DECLARE  warehouseWalker CURSOR FOR SELECT Manager FROM WAREHOUSE;

   DECLARE CONTINUE HANDLER FOR NOT FOUND
      SET finished = TRUE;

   OPEN warehouseWalker;

   FETCH  warehouseWalker INTO name;
   WHILE finished IS NOT TRUE DO
       IF COUNT = 0 THEN
           SET managers = name;
           SET COUNT = 1;
       ELSE
            SET managers = CONCAT(managers,', ', name);
       END IF;
       SELECT name;
       FETCH  warehouseWalker INTO name;
   END WHILE;

   CLOSE warehouseWalker;
END;

Some notes: (FOR MySQL)
- You should not update a table you are using a cursor to step through.
- You can not update through a cursor
- You can not move back and forth, only traversal.

Dynamic SQL statements

PREPARE /EXECUTE/DEALLOCATE
Allow dynamic query creation.

CREATE PROCEDURE mw()
BEGIN
   DECLARE finished BOOL DEFAULT FALSE;
   DECLARE count INT DEFAULT 0;
   DECLARE name VARCHAR(100);

   DECLARE  warehouseWalker CURSOR FOR SELECT Manager FROM WAREHOUSE;

   DECLARE CONTINUE HANDLER FOR NOT FOUND
      SET finished = TRUE;

   OPEN warehouseWalker;

   FETCH  warehouseWalker INTO name;
   WHILE finished IS NOT TRUE DO

      SET @PRIVATE_SQL1 = CONCAT("SELECT SKU, QuantityOnHand, QuantityOnOrder
              FROM INVENTORY, WAREHOUSE 
	      WHERE WAREHOUSE.WarehouseID = INVENTORY.WarehouseID 
	          AND Manager = '",name, "'");

      PREPARE stmt1 FROM @PRIVATE_SQL1 ;
      EXECUTE stmt1;
      DEALLOCATE PREPARE stmt1;

      FETCH  warehouseWalker INTO name;
   END WHILE;

   CLOSE warehouseWalker;
END;