Break[ ] exits the nearest enclosing Do, For or While.
Break[ ] takes effect as soon as it is evaluated, even if it appears inside other functions.
After a Break the value Null is returned from the enclosing control structure.
The function of Break can also be achieved using Throw and Catch.
See The Mathematica Book: Section 2.5.9.
See also: Continue, Return, Goto, Abort.