errors.js

var errors = require('errors');
errors.create({ name: 'SaveAndQuit', scope: module.exports });

request.js

var Promise = require('bluebird');
var bhttp = require('bhttp');
var errors = require('./errors');
var counter = 0, promise = Promise.resolve();

var readline = require('readline');
var rl = Promise.promisifyAll(readline.createInterface({
  input: process.stdin,
  output: process.stdout
}));

function request(url) {
    // 'promise' starts out set to a resolved promise, so this goes through
    // and returns the request as normal. any time we change 'promise', the
    // request will now block pending the outcome; if we reject, then the
    // request is not made and the error bubbles up.
    if (counter++ === 100) { // only prompt on #100
        promise = promptUser().tap(function () {
          counter = 0; // only reset when prompt is complete
        });
    }
    return promise.then(function () {
        return bhttp.request(url);
    });
}
function promptUser() {
    return rl.questionAsync("Continue [Y/n]? ").then(function(answer) {
        // empty line, 'y', or 'yes'; case insensitive
        // any of these -> resolve promise, continue as normal
        if (/^(y(es)?)?$/i.test(answer)) { return; }
        throw new errors.SaveAndQuit();
    });
}

your-thing.js

var Promise = require('bluebird');
var request = require('./request');
var errors = require('./errors');

function paginate(url) {
    var allTheData = [ ];
    return request(url).then(function (data) {
        Array.prototype.push.apply(allTheData, data); // concatenate 'data' to 'allTheData'
        if (data.nextUrl) { return paginate(data.nextUrl); }
        return allTheData;
    }).catch(errors.SaveAndQuit, function (err) {
      err.currentData = allTheData;
      err.currentUrl = url;
      throw err;
    });
}

function getAllTheData() {
    return paginate('http://api.com/foos')
    .then(function () {
      // i've got all the data!
    })
    .catch(errors.SaveAndQuit, function (err) {
      // err.currentUrl is the next request we haven't made yet
      // err.currentData is the partially complete data
      // return a promise to write this stuff wherever you want, then
      // either throw a new error so the code that called us knows that we're not done
      // or just do nothing if it's okay for that to happen
    })
}