How can I drop an index on all partitions?
Greenplum doesn't (as at version 4.3.8) maintain a record in the catalogue linking indexes on partitions to indexes on base tables. The best option is to follow the partitions and find indexes on the partitions matching the definition of the base index.

CREATE OR REPLACE FUNCTION drop_child_indexes (index_name varchar)
RETURNS VOID
AS
$functionBody$
DECLARE
  child_index_name varchar;
BEGIN

  FOR child_index_name IN
    SELECT child_index.indexrelid::regclass
      FROM pg_index AS parent_index
        -- Find the partitioning scheme for the table the index is on
        INNER JOIN pg_partition ON pg_partition.parrelid = parent_index.indrelid
        -- Follow the links through to the individual partitions
        INNER JOIN pg_partition_rule ON pg_partition_rule.paroid = pg_partition.oid
        -- Find the indexes on each partition
        INNER JOIN pg_index AS child_index ON child_index.indrelid = pg_partition_rule.parchildrelid
          -- Which are on the same field as the named index
          AND child_index.indkey = parent_index.indkey
          -- Using the same comparison operator
          AND child_index.indclass = parent_index.indclass
      -- Filtered for the index we're trying to drop
      WHERE parent_index.indexrelid = $1::regclass::oid
      -- Drop leaves first, even if it doesn't really matter in this case
      ORDER BY pg_partition.parlevel DESC

LOOP
  RAISE NOTICE '%', child_index_name||' ';
  EXECUTE 'DROP INDEX '||child_index_name||';';
END LOOP;

END
$functionBody$
LANGUAGE plpgsql;


If there another index with the same definition (fields, comparison operators) it's partition indexes will also be dropped. Not a perfect answer but better than substring matching.