Drop multiple databases in one script
When executing multiple commands in a script in pgAdmin they are automatically wrapped into a transaction. You can explicitly begin and commit transactions, but not with commands that won't run in a transaction context. The manual:


  DROP DATABASE cannot be executed inside a transaction block.


Similar in psql when called with -c command. The manual:


  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 read from
  a file or fed to psql's standard input, because then psql sends each
  SQL command separately.
  
  Because of this behavior, putting more than one SQL command in a
  single -c string often has unexpected results. It's better to use
  repeated -c commands or feed multiple commands to psql's standard
  input, either using echo as illustrated above, or via a shell
  here-document, for example:

psql &lt;&lt;EOF
\x
SELECT * FROM foo;
EOF



So you can use psql with standard input in default autocommit-on mode.
Else, you can only run separate commands.

You could use the shell-command dropdb - or write a shell-script with it that drops multiple databases.

BTW, the only difference between what you can run from pgAdmin and psql are the meta-commands of psql - which are not SQL. Those are interpreted by psql and not the database engine. To switch between meta-commands and SQL, use the separator meta-command \\. There is an example in the manual.