Are `break` and `continue` bad programming practices

Nested loops are fine as long as they describe the correct algorithm.

Nested loops have performance considerations (see @Travis-Pesetto's answer), but sometimes it's exactly the correct algorithm, e.g. when you need to access every value in a matrix.

Labeling loops in Java allows to prematurely break out of several nested loops when other ways to do this would be cumbersome. E.g. some game might have a piece of code like this:

Player chosen_one = null;
...
outer: // this is a label
for (Player player : party.getPlayers()) {
  for (Cell cell : player.getVisibleMapCells()) {
    for (Item artefact : cell.getItemsOnTheFloor())
      if (artefact == HOLY_GRAIL) {
        chosen_one = player;
        break outer; // everyone stop looking, we found it
      }
  }
}

While code like the example above may sometimes be the optimal way to express a certain algorithm, it is usually better to break this code into smaller functions, and probably use return instead of break. So a break with a label is a faint code smell; pay extra attention when you see it.

Break and Continue:

In a talk about Scala, Martin Odersky gave 3 reasons not to include break or continue on slide 22:

• They are a bit imperative; better use many smaller functions.
• Issues how to interact with closures.
• They are not needed!

And he then says, "We can support them purely in the libraries." On slide 23, he gives code that implements break. Although I don't quite know Scala well enough to be certain, it looks like the short snippet on that slide is all that's needed to implement break, and that continue could be implemented in code that is similarly short.

Being able to implement stuff like this in libraries simplifies the core language.

In 'Programming in Scala, Second Edition', by Martin Odersky, Lex Spoon, and Bill Venners, the following explanation is given:

You may have noticed that there has been no mention of break or continue. Scala leaves out these commands because they do not mesh well with function literals... It is clear what continue means inside a while loop, but what would it mean inside a function literal? ... There are many ways to program without break and continue, and if you take advantage of function literals, those alternatives can often be shorter than the original code.

Return:

Returns could be considered a bit imperative in style, since return is a verb, a command to do something. But they can also be seen in a purely functional/declarative way: they define what the return value of the function is (even if, in a function with multiple returns, they only each give a partial definition).

In the same book, they say the following about return:

In the absence of any explicit return statement, a Scala method returns the last value computed by the method. The recommended style for methods is in fact to avoid having explicit, and especially multiple, return statements. Instead, think of each method as an expression that yields one value, which is returned.

Methods end and return a value, even if a return statement isn't used, so there can be no issues with closures, since otherwise closures wouldn't work period.

There can also be no problem meshing well with function literals, since the function has to return a value anyway.