<p>I want to be able to do:</p>

<pre><code>For Each thing In things
End For
</code></pre>

<p>CLASSIC ASP - NOT .NET!</p>

Whatever your [things] are need to be written outside of VBScript.
In VB6,
you can write a Custom Collection class
, then you'll need to compile to an ActiveX DLL and register it on your webserver to access it.