You can concisely create sets of values in PostgreSQL using the values
command.
> values (1), (2), (3);
column1
---------
1
2
3
You can even create multiple columns of values.
> values (1, 'a', true), (2, 'b', false);
column1 | column2 | column3
---------+---------+---------
1 | a | t
2 | b | f
This is most often used with an insert command, but can be used on its own, as a subquery, within a CTE, etc.