Programming :: Pseudo Virtual Files In Shell Script?

Perl has the concept of pseudo virtual files where data can be appended to the end of the script, & Perl will treat it as a legitimate source of data:

Code:
$ cat pseudo_file.pl
#!/usr/bin/env perl
use strict;
while (<DATA>) {
print; }

__DATA__
1
2
3
$ perl pseudo_file.pl
1
2
3
$ _

I would really like to be able to do something similar in a Bourne shell script where I don't have to manage a collateral text file which is prone to getting lost. Does anyone know if there is a similar construct in shell programming? I would have thought this feature was a remnant that Perl inherited from its shell programming roots, but searching on the Web has revealed nothing of consequence.