I'm a little late to the SAS FizzBuzz party, but for the record here's my Stupid-SQL-Tricks solution, which employs some of the same tricks used in other above solutions:

* FizzBuzz in one SELECT statement (don't do this at work, kids!);
proc sql;
select monotonic() as Row, scan(put(monotonic(),3.)||' Fizz Buzz FizzBuzz', 1+(mod(monotonic(),3)=0)+2*(mod(monotonic(),5)=0)) as FizzBuzz from sashelp.cars(obs=100);
_____

Row FizzBuzz
1 1
2 2
3 Fizz
4 4
5 Buzz
6 Fizz
7 7
8 8
9 Fizz
10 Buzz
11 11
12 Fizz
13 13
14 14
15 FizzBuzz
...