Abort[ ] generates an interrupt to abort a computation.
You can call Abort anywhere within a computation. It has the same effect as an interactive interrupt in which you select the abort option.
You can use Abort as an "emergency stop" in a computation.
Once Abort has been called, Mathematica functions currently being evaluated return as quickly as possible.
In an interactive session, the final result from an aborted computation is $Aborted.
You can use CheckAbort to "catch" returns from an abort.
See The Mathematica Book: Section 2.5.13.
See also: Throw, TimeConstrained, MemoryConstrained, Return.