Are you talking about RsLogix 500 or 5000? I know RsLogix 500 has the "Test Single" mode which allows that. I haven't worked with it much but it sounds like what you are looking for.
I don't think anyone in the PLC world (as opposed to the PC world) ever uses these debug techinques. Which would be nice to have... if not for the fact that a PLC usially controls some piece of hardware in real time which is simply not possible to stop in mid-scan without some serious consequences.