One way:

   Dim myVar As Variant
   For Each myVar In Array("1", "2", "asdg")
       MsgBox myVar
   Next myVar

Another way:

dim myVals as Variant
dim iCtr as long
myvals = array("value1", "value2", "value3")

for ictr = lbound(myvals) to ubound(myvals)
 msgbox myvals(ictr)
next ictr