Hi,

Attached is a patch for being able to do $SUBJECT without a CTE. The reasons this is better than a CTE version are:

  1) It's not obvious why a CTE version works but a plain one doesn't
2) This one has less overhead (I measured a ~12% improvement on a not-too-unreasonable test case)

With regard to RULEs, similar restrictions apply as the ones on data-modifying statements in WITH.

I can't add this to November's commit fest, but I'm posting this anyway in case someone is thinking about implementing this feature.


.m
diff --git a/doc/src/sgml/ref/copy.sgml b/doc/src/sgml/ref/copy.sgml
index 2850b47..07e2f45 100644
--- a/doc/src/sgml/ref/copy.sgml
+++ b/doc/src/sgml/ref/copy.sgml
@@ -112,10 +112,17 @@ COPY { <replaceable class="parameter">table_name</replaceable> [ ( <replaceable
     <term><replaceable class="parameter">query</replaceable></term>
     <listitem>
      <para>
-      A <xref linkend="sql-select"> or
-      <xref linkend="sql-values"> command
-      whose results are to be copied.
-      Note that parentheses are required around the query.
+      A <xref linkend="sql-select">, <xref linkend="sql-values">,
+      <xref linkend="sql-insert">, <xref linkend="sql-update"> or
+      <xref linkend="sql-delete"> command whose results are to be
+      copied.  Note that parentheses are required around the query.
+     </para>
+     <para>
+      For <command>INSERT</>, <command>UPDATE</> and
+      <command>DELETE</> queries a RETURNING clause must be provided,
+      and the target relation must not have a conditional rule, nor
+      an <literal>ALSO</> rule, nor an <literal>INSTEAD</> rule
+      that expands to multiple statements.
      </para>
     </listitem>
    </varlistentry>
diff --git a/src/backend/commands/copy.c b/src/backend/commands/copy.c
index 9a52ec6..eb2f126 100644
--- a/src/backend/commands/copy.c
+++ b/src/backend/commands/copy.c
@@ -201,7 +201,7 @@ typedef struct CopyStateData
 	int			raw_buf_len;	/* total # of bytes stored */
 } CopyStateData;
 
-/* DestReceiver for COPY (SELECT) TO */
+/* DestReceiver for COPY (query) TO */
 typedef struct
 {
 	DestReceiver pub;			/* publicly-known function pointers */
@@ -772,7 +772,8 @@ CopyLoadRawBuf(CopyState cstate)
  *
  * Either unload or reload contents of table <relation>, depending on <from>.
  * (<from> = TRUE means we are inserting into the table.)  In the "TO" case
- * we also support copying the output of an arbitrary SELECT query.
+ * we also support copying the output of an arbitrary SELECT, INSERT, UPDATE
+ * or DELETE query.
  *
  * If <pipe> is false, transfer is between the table and the file named
  * <filename>.  Otherwise, transfer is between the table and our regular
@@ -1374,11 +1375,11 @@ BeginCopy(bool is_from,
 		Assert(!is_from);
 		cstate->rel = NULL;
 
-		/* Don't allow COPY w/ OIDs from a select */
+		/* Don't allow COPY w/ OIDs from a query */
 		if (cstate->oids)
 			ereport(ERROR,
 					(errcode(ERRCODE_FEATURE_NOT_SUPPORTED),
-					 errmsg("COPY (SELECT) WITH OIDS is not supported")));
+					 errmsg("COPY (query) WITH OIDS is not supported")));
 
 		/*
 		 * Run parse analysis and rewrite.  Note this also acquires sufficient
@@ -1393,9 +1394,36 @@ BeginCopy(bool is_from,
 		rewritten = pg_analyze_and_rewrite((Node *) copyObject(raw_query),
 										   queryString, NULL, 0);
 
-		/* We don't expect more or less than one result query */
-		if (list_length(rewritten) != 1)
-			elog(ERROR, "unexpected rewrite result");
+		/* check that we got back something we can work with */
+		if (rewritten == NIL)
+		{
+			ereport(ERROR,
+					(errcode(ERRCODE_FEATURE_NOT_SUPPORTED),
+					errmsg("DO INSTEAD NOTHING rules are not supported for COPY")));
+		}
+		else if (list_length(rewritten) > 1)
+		{
+			ListCell *lc;
+
+			/* examine queries to determine which error message to issue */
+			foreach(lc, rewritten)
+			{
+				Query	  *q = (Query *) lfirst(lc);
+
+				if (q->querySource == QSRC_QUAL_INSTEAD_RULE)
+					ereport(ERROR,
+							(errcode(ERRCODE_FEATURE_NOT_SUPPORTED),
+							 errmsg("conditional DO INSTEAD rules are not supported for COPY")));
+				if (q->querySource == QSRC_NON_INSTEAD_RULE)
+					ereport(ERROR,
+							(errcode(ERRCODE_FEATURE_NOT_SUPPORTED),
+							 errmsg("DO ALSO rules are not supported for the COPY")));
+			}
+
+			ereport(ERROR,
+					(errcode(ERRCODE_FEATURE_NOT_SUPPORTED),
+					 errmsg("multi-statement DO INSTEAD rules are not supported for COPY")));
+		}
 
 		query = (Query *) linitial(rewritten);
 
@@ -1406,9 +1434,20 @@ BeginCopy(bool is_from,
 					(errcode(ERRCODE_FEATURE_NOT_SUPPORTED),
 					 errmsg("COPY (SELECT INTO) is not supported")));
 
-		Assert(query->commandType == CMD_SELECT);
 		Assert(query->utilityStmt == NULL);
 
+		/*
+		 * Similarly the grammar doesn't enforce he presence of a RETURNING
+		 * clause, but we require it.
+		 */
+		if (query->commandType != CMD_SELECT &&
+			query->returningList == NIL)
+		{
+			ereport(ERROR,
+						(errcode(ERRCODE_FEATURE_NOT_SUPPORTED),
+						 errmsg("COPY query must have a RETURNING clause")));
+		}
+
 		/* plan the query */
 		plan = pg_plan_query(query, 0, NULL);
 
diff --git a/src/backend/parser/gram.y b/src/backend/parser/gram.y
index fba91d5..d87ae93 100644
--- a/src/backend/parser/gram.y
+++ b/src/backend/parser/gram.y
@@ -2561,9 +2561,12 @@ ClosePortalStmt:
  *
  *		QUERY :
  *				COPY relname [(columnList)] FROM/TO file [WITH] [(options)]
- *				COPY ( SELECT ... ) TO file	[WITH] [(options)]
+ *				COPY ( query ) TO file	[WITH] [(options)]
  *
- *				where 'file' can be one of:
+ *				where 'query' is one of:
+ *				{ select | update | insert | delete }
+ *
+ *				and 'file' can be one of:
  *				{ PROGRAM 'command' | STDIN | STDOUT | 'filename' }
  *
  *				In the preferred syntax the options are comma-separated
@@ -2574,7 +2577,7 @@ ClosePortalStmt:
  *				COPY [ BINARY ] table [ WITH OIDS ] FROM/TO file
  *					[ [ USING ] DELIMITERS 'delimiter' ] ]
  *					[ WITH NULL AS 'null string' ]
- *				This option placement is not supported with COPY (SELECT...).
+ *				This option placement is not supported with COPY (query).
  *
  *****************************************************************************/
 
@@ -2607,16 +2610,16 @@ CopyStmt:	COPY opt_binary qualified_name opt_column_list opt_oids
 						n->options = list_concat(n->options, $11);
 					$$ = (Node *)n;
 				}
-			| COPY select_with_parens TO opt_program copy_file_name opt_with copy_options
+			| COPY '(' PreparableStmt ')' TO opt_program copy_file_name opt_with copy_options
 				{
 					CopyStmt *n = makeNode(CopyStmt);
 					n->relation = NULL;
-					n->query = $2;
+					n->query = $3;
 					n->attlist = NIL;
 					n->is_from = false;
-					n->is_program = $4;
-					n->filename = $5;
-					n->options = $7;
+					n->is_program = $6;
+					n->filename = $7;
+					n->options = $9;
 
 					if (n->is_program && n->filename == NULL)
 						ereport(ERROR,
diff --git a/src/include/nodes/parsenodes.h b/src/include/nodes/parsenodes.h
index 9e1c48d..6b763ef 100644
--- a/src/include/nodes/parsenodes.h
+++ b/src/include/nodes/parsenodes.h
@@ -1680,7 +1680,7 @@ typedef struct CopyStmt
 {
 	NodeTag		type;
 	RangeVar   *relation;		/* the relation to copy */
-	Node	   *query;			/* the SELECT query to copy */
+	Node	   *query;			/* the query (SELECT or I/U/D with RETURNING) to copy */
 	List	   *attlist;		/* List of column names (as Strings), or NIL
 								 * for all columns */
 	bool		is_from;		/* TO or FROM */
diff --git a/src/test/regress/expected/copydml.out b/src/test/regress/expected/copydml.out
new file mode 100644
index 0000000..913b2f6
--- /dev/null
+++ b/src/test/regress/expected/copydml.out
@@ -0,0 +1,112 @@
+--
+-- Test cases for COPY (INSERT/UPDATE/DELETE) TO
+--
+create table test3 (id serial, t text);
+insert into test3 (t) values ('a');
+insert into test3 (t) values ('b');
+insert into test3 (t) values ('c');
+insert into test3 (t) values ('d');
+insert into test3 (t) values ('e');
+--
+-- Test COPY (insert/update/delete ...)
+--
+copy (insert into test3 (t) values ('f') returning id) to stdout;
+6
+copy (update test3 set t = 'g' where t = 'f' returning id) to stdout;
+6
+copy (delete from test3 where t = 'g' returning id) to stdout;
+6
+--
+-- Test \copy (insert/update/delete ...)
+--
+\copy (insert into test3 (t) values ('f') returning id) to stdout;
+7
+\copy (update test3 set t = 'g' where t = 'f' returning id) to stdout;
+7
+\copy (delete from test3 where t = 'g' returning id) to stdout;
+7
+-- Error cases
+copy (insert into test3 default values) to stdout;
+ERROR:  COPY query must have a RETURNING clause
+copy (update test3 set t = 'g') to stdout;
+ERROR:  COPY query must have a RETURNING clause
+copy (delete from test3) to stdout;
+ERROR:  COPY query must have a RETURNING clause
+create rule qqq as on insert to test3 do instead nothing;
+copy (insert into test3 default values) to stdout;
+ERROR:  DO INSTEAD NOTHING rules are not supported for COPY
+drop rule qqq on test3;
+create rule qqq as on insert to test3 do also delete from test3;
+copy (insert into test3 default values) to stdout;
+ERROR:  DO ALSO rules are not supported for the COPY
+drop rule qqq on test3;
+create rule qqq as on insert to test3 do instead (delete from test3; delete from test3);
+copy (insert into test3 default values) to stdout;
+ERROR:  multi-statement DO INSTEAD rules are not supported for COPY
+drop rule qqq on test3;
+create rule qqq as on insert to test3 where new.t <> 'f' do instead delete from test3;
+copy (insert into test3 default values) to stdout;
+ERROR:  conditional DO INSTEAD rules are not supported for COPY
+drop rule qqq on test3;
+create rule qqq as on update to test3 do instead nothing;
+copy (update test3 set t = 'f') to stdout;
+ERROR:  DO INSTEAD NOTHING rules are not supported for COPY
+drop rule qqq on test3;
+create rule qqq as on update to test3 do also delete from test3;
+copy (update test3 set t = 'f') to stdout;
+ERROR:  DO ALSO rules are not supported for the COPY
+drop rule qqq on test3;
+create rule qqq as on update to test3 do instead (delete from test3; delete from test3);
+copy (update test3 set t = 'f') to stdout;
+ERROR:  multi-statement DO INSTEAD rules are not supported for COPY
+drop rule qqq on test3;
+create rule qqq as on update to test3 where new.t <> 'f' do instead delete from test3;
+copy (update test3 set t = 'f') to stdout;
+ERROR:  conditional DO INSTEAD rules are not supported for COPY
+drop rule qqq on test3;
+create rule qqq as on delete to test3 do instead nothing;
+copy (delete from test3) to stdout;
+ERROR:  DO INSTEAD NOTHING rules are not supported for COPY
+drop rule qqq on test3;
+create rule qqq as on delete to test3 do also insert into test3 default values;
+copy (delete from test3) to stdout;
+ERROR:  DO ALSO rules are not supported for the COPY
+drop rule qqq on test3;
+create rule qqq as on delete to test3 do instead (insert into test3 default values; insert into test3 default values);
+copy (delete from test3) to stdout;
+ERROR:  multi-statement DO INSTEAD rules are not supported for COPY
+drop rule qqq on test3;
+create rule qqq as on delete to test3 where old.t <> 'f' do instead insert into test3 default values;
+copy (delete from test3) to stdout;
+ERROR:  conditional DO INSTEAD rules are not supported for COPY
+drop rule qqq on test3;
+-- triggers
+create function qqq_trig() returns trigger as $$
+begin
+if tg_op in ('INSERT', 'UPDATE') then
+    raise notice '% %', tg_op, new.id;
+    return new;
+else
+    raise notice '% %', tg_op, old.id;
+    return old;
+end if;
+end
+$$ language plpgsql;
+create trigger qqqbef before insert or update or delete on test3
+    for each row execute procedure qqq_trig();
+create trigger qqqaf after insert or update or delete on test3
+    for each row execute procedure qqq_trig();
+copy (insert into test3 (t) values ('f') returning id) to stdout;
+NOTICE:  INSERT 8
+8
+NOTICE:  INSERT 8
+copy (update test3 set t = 'g' where t = 'f' returning id) to stdout;
+NOTICE:  UPDATE 8
+8
+NOTICE:  UPDATE 8
+copy (delete from test3 where t = 'g' returning id) to stdout;
+NOTICE:  DELETE 8
+8
+NOTICE:  DELETE 8
+drop table test3;
+drop function qqq_trig();
diff --git a/src/test/regress/parallel_schedule b/src/test/regress/parallel_schedule
index c63abf4..6d249b5 100644
--- a/src/test/regress/parallel_schedule
+++ b/src/test/regress/parallel_schedule
@@ -48,7 +48,7 @@ test: create_function_2
 # execute two copy tests parallel, to check that copy itself
 # is concurrent safe.
 # ----------
-test: copy copyselect
+test: copy copyselect copydml
 
 # ----------
 # More groups of parallel tests
diff --git a/src/test/regress/serial_schedule b/src/test/regress/serial_schedule
index 88dcd64..295672c 100644
--- a/src/test/regress/serial_schedule
+++ b/src/test/regress/serial_schedule
@@ -57,6 +57,7 @@ test: create_table
 test: create_function_2
 test: copy
 test: copyselect
+test: copydml
 test: create_misc
 test: create_operator
 test: create_index
diff --git a/src/test/regress/sql/copydml.sql b/src/test/regress/sql/copydml.sql
new file mode 100644
index 0000000..8cff8b9
--- /dev/null
+++ b/src/test/regress/sql/copydml.sql
@@ -0,0 +1,91 @@
+--
+-- Test cases for COPY (INSERT/UPDATE/DELETE) TO
+--
+create table test3 (id serial, t text);
+insert into test3 (t) values ('a');
+insert into test3 (t) values ('b');
+insert into test3 (t) values ('c');
+insert into test3 (t) values ('d');
+insert into test3 (t) values ('e');
+
+--
+-- Test COPY (insert/update/delete ...)
+--
+copy (insert into test3 (t) values ('f') returning id) to stdout;
+copy (update test3 set t = 'g' where t = 'f' returning id) to stdout;
+copy (delete from test3 where t = 'g' returning id) to stdout;
+
+--
+-- Test \copy (insert/update/delete ...)
+--
+\copy (insert into test3 (t) values ('f') returning id) to stdout;
+\copy (update test3 set t = 'g' where t = 'f' returning id) to stdout;
+\copy (delete from test3 where t = 'g' returning id) to stdout;
+
+-- Error cases
+copy (insert into test3 default values) to stdout;
+copy (update test3 set t = 'g') to stdout;
+copy (delete from test3) to stdout;
+
+create rule qqq as on insert to test3 do instead nothing;
+copy (insert into test3 default values) to stdout;
+drop rule qqq on test3;
+create rule qqq as on insert to test3 do also delete from test3;
+copy (insert into test3 default values) to stdout;
+drop rule qqq on test3;
+create rule qqq as on insert to test3 do instead (delete from test3; delete from test3);
+copy (insert into test3 default values) to stdout;
+drop rule qqq on test3;
+create rule qqq as on insert to test3 where new.t <> 'f' do instead delete from test3;
+copy (insert into test3 default values) to stdout;
+drop rule qqq on test3;
+
+create rule qqq as on update to test3 do instead nothing;
+copy (update test3 set t = 'f') to stdout;
+drop rule qqq on test3;
+create rule qqq as on update to test3 do also delete from test3;
+copy (update test3 set t = 'f') to stdout;
+drop rule qqq on test3;
+create rule qqq as on update to test3 do instead (delete from test3; delete from test3);
+copy (update test3 set t = 'f') to stdout;
+drop rule qqq on test3;
+create rule qqq as on update to test3 where new.t <> 'f' do instead delete from test3;
+copy (update test3 set t = 'f') to stdout;
+drop rule qqq on test3;
+
+create rule qqq as on delete to test3 do instead nothing;
+copy (delete from test3) to stdout;
+drop rule qqq on test3;
+create rule qqq as on delete to test3 do also insert into test3 default values;
+copy (delete from test3) to stdout;
+drop rule qqq on test3;
+create rule qqq as on delete to test3 do instead (insert into test3 default values; insert into test3 default values);
+copy (delete from test3) to stdout;
+drop rule qqq on test3;
+create rule qqq as on delete to test3 where old.t <> 'f' do instead insert into test3 default values;
+copy (delete from test3) to stdout;
+drop rule qqq on test3;
+
+-- triggers
+create function qqq_trig() returns trigger as $$
+begin
+if tg_op in ('INSERT', 'UPDATE') then
+    raise notice '% %', tg_op, new.id;
+    return new;
+else
+    raise notice '% %', tg_op, old.id;
+    return old;
+end if;
+end
+$$ language plpgsql;
+create trigger qqqbef before insert or update or delete on test3
+    for each row execute procedure qqq_trig();
+create trigger qqqaf after insert or update or delete on test3
+    for each row execute procedure qqq_trig();
+
+copy (insert into test3 (t) values ('f') returning id) to stdout;
+copy (update test3 set t = 'g' where t = 'f' returning id) to stdout;
+copy (delete from test3 where t = 'g' returning id) to stdout;
+
+drop table test3;
+drop function qqq_trig();
-- 
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