I am using the code below, that iterating over select options. I checked if options value has already entered. It escapes from for-each but it doesn't exit from method.
yeniIlacBagla_ilacBagla: function(){
$("#bagliIlaclar > option").each(function(){
if(this.value===$("#baglanacakIlacID").val()){
alert($("#baglanacakIlacAdi").val()+'\n adlı ilaç zaten bağlıdır!');
return;
}else{
$("#bagliIlaclar").append($('<option></option>').val($("#baglanacakIlacID").val()).html($("#baglanacakIlacAdi").val()));
}
});
}