And why, except perhaps for the hack value, would you simulate a state machine in PHP?
GOTOs are good when used wisely in certain contexts. I don't see where they could be of any use in the PHP niche (but I'd be glad to hear about such examples). Seasoned PHP coders don't need it.
Besides, PHP is mostly a beginner's programming language, who learn by example using code found online. They will be exposed to even worse practices from day one.
But for PHP, which is mostly for web development, I would think using exceptions is a much peer-friendlier way of handling what you'd probably be using goto for in a web app.
If you're writing state machines or parsers, PHP probably isn't the way to go anyway. But hey - whatever floats your boat.