For MySQL, there is none: MySQL Feature Request.
Allowing this is arguably a really bad idea, anyway: IF EXISTS
indicates that you're running destructive operations on a database with (to you) unknown structure. There may be situations where this is acceptable for quick-and-dirty local work, but if you're tempted to run such a statement against production data (in a migration etc.), you're playing with fire.
But if you insist, it's not difficult to simply check for existence first in the client, or to catch the error.
MariaDB also supports the following starting with 10.0.2:
DROP [COLUMN] [IF EXISTS] col_name
i. e.
ALTER TABLE my_table DROP IF EXISTS my_column;
But it's arguably a bad idea to rely on a non-standard feature supported by only one of several forks of MySQL.
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