How to add "on delete cascade" constraints?

I'm pretty sure you can't simply add on delete cascade to an existing foreign key constraint. You have to drop the constraint first, then add the correct version. In standard SQL, I believe the easiest way to do this is to

start a transaction,

drop the foreign key,

add a foreign key with on delete cascade, and finally

commit the transaction

Repeat for each foreign key you want to change.

But PostgreSQL has a non-standard extension that lets you use multiple constraint clauses in a single SQL statement. For example

alter table public.scores
drop constraint scores_gid_fkey,
add constraint scores_gid_fkey
   foreign key (gid)
   references games(gid)
   on delete cascade;

If you don't know the name of the foreign key constraint you want to drop, you can either look it up in pgAdminIII (just click the table name and look at the DDL, or expand the hierarchy until you see "Constraints"), or you can query the information schema.

select *
from information_schema.key_column_usage
where position_in_unique_constraint is not null

Based off of @Mike Sherrill Cat Recall's answer, this is what worked for me:

ALTER TABLE "Children"
DROP CONSTRAINT "Children_parentId_fkey",
ADD CONSTRAINT "Children_parentId_fkey"
  FOREIGN KEY ("parentId")
  REFERENCES "Parent"(id)
  ON DELETE CASCADE;

Usage:

select replace_foreign_key('user_rates_posts', 'post_id', 'ON DELETE CASCADE');

Function:

CREATE OR REPLACE FUNCTION 
    replace_foreign_key(f_table VARCHAR, f_column VARCHAR, new_options VARCHAR) 
RETURNS VARCHAR
AS $$
DECLARE constraint_name varchar;
DECLARE reftable varchar;
DECLARE refcolumn varchar;
BEGIN

SELECT tc.constraint_name, ccu.table_name AS foreign_table_name, ccu.column_name AS foreign_column_name 
FROM 
    information_schema.table_constraints AS tc 
    JOIN information_schema.key_column_usage AS kcu
      ON tc.constraint_name = kcu.constraint_name
    JOIN information_schema.constraint_column_usage AS ccu
      ON ccu.constraint_name = tc.constraint_name
WHERE constraint_type = 'FOREIGN KEY' 
   AND tc.table_name= f_table AND kcu.column_name= f_column
INTO constraint_name, reftable, refcolumn;

EXECUTE 'alter table ' || f_table || ' drop constraint ' || constraint_name || 
', ADD CONSTRAINT ' || constraint_name || ' FOREIGN KEY (' || f_column || ') ' ||
' REFERENCES ' || reftable || '(' || refcolumn || ') ' || new_options || ';';

RETURN 'Constraint replaced: ' || constraint_name || ' (' || f_table || '.' || f_column ||
 ' -> ' || reftable || '.' || refcolumn || '); New options: ' || new_options;

END;
$$ LANGUAGE plpgsql;

Be aware: this function won't copy attributes of initial foreign key. It only takes foreign table name / column name, drops current key and replaces with new one.

Solution for multiple column constraints:

SELECT
    'ALTER TABLE myschema.' || cl.relname ||
    ' DROP CONSTRAINT ' || con.conname || ',' ||
    ' ADD CONSTRAINT ' || con.conname || ' ' || pg_get_constraintdef(con.oid) || ' ON DELETE CASCADE;'
FROM pg_constraint con, pg_class cl 
WHERE con.contype = 'f' AND con.connamespace = 'myschema'::regnamespace::oid AND con.conrelid = cl.oid