I had the same problem as the OP. It looks like VBA does not have a "continue for" command. The .Net For statement does, so it is easy to land on documentation like this and think that VBA has it as well.
My solution was to use a goto statement. I know, I know ... Gotos are disfavored. But if used carefully they can really clean up your code.
For intRow = 1 To intLastRow
strAddr = "a" & intRow
If wsDest.Range(strAddr) = "X" Then
GoTo next_intRow
End If
... statements
next_intRow:
Next intRow
And I respectfully disagree with the first answer. While I rarely use continue statements, they are occasionally very helpful. Without them you have to use the NOT of your elimination logic and wrap potentially large blocks of code in if-endif statements, which I think makes the code much messier and harder to read.