`DROP DATABASE` is a very special command that cannot be undone. To my knowledge there is no way to drop a database inside a transaction. I quote the [manual][1]:

> DROP DATABASE cannot be executed inside a transaction block.

Whenever you run two commands in a script in ***pgAdmin***, they are automatically wrapped into a transaction. You can explicitly begin and commit transactions, but you cannot send  multiple commands at once in one session and "outside" of a transaction.

Similar in ***psql*** when called with `-c command`, [per documentation][2]:

> If the command string contains multiple SQL commands, they are
> processed in a single transaction, unless there are explicit
> `BEGIN`/`COMMIT` commands included in the string to divide it into
> multiple transactions.

**However**, when fed to ***psql*** via standard input:

> This is different from the behavior when the
> same string is fed to psql's standard input [...]  
> [...]   either using echo as illustrated above, or via a shell here-document, for example:
> 
>     psql <<EOF
>     \x
>     SELECT * FROM foo;
>     EOF

So you can use psql with standard input in default [*autocommit-on* mode][3].  
Else, you can only run this as a **separate command** or wrapped into a `BEGIN`/`COMMIT` block separately.

You could use the program [`dropdb`][4] from the shell - or write a shell-script with it that drops multiple database in succession.

BTW, the only difference between what you can run from pgAdmin and from `psql` are the [meta-comnmands of psql][5] - which are not SQL. Those are interpreted by psql and not sent to the database engine. You cannot mix meta-commands and SQL. (Well, there are tricks with the the separator meta-command `\\`, there is an [example in the manual][6] ...)


  [1]: http://www.postgresql.org/docs/current/interactive/sql-dropdatabase.html
  [2]: http://www.postgresql.org/docs/current/interactive/app-psql.html
  [3]: http://APP-PSQL-VARIABLES
  [4]: http://www.postgresql.org/docs/current/interactive/app-dropdb.html
  [5]: http://www.postgresql.org/docs/current/interactive/app-psql.html#APP-PSQL-META-COMMANDS
  [6]: http://www.postgresql.org/docs/current/interactive/app-psql.html