In Matlab, is it possible to terminate a script, but save all its internal variables to workspace?

MATLAB versions 2016a and later

If you are using post 2016a versions of Matlab there is actually a pause button that appears when you run the script (as described by @pedre). This allows you to pause the script, inspect variables and then resume afterwards.

Make sure to check out the next section as this may still be convenient.

Older MATLAB versions

Actually the trick is to use dbstop if error.

First use this, then run your script. Once you introduce an error (for example, with Ctrl+C), you then have the chance to inspect/save your workspaces manually.

You will not be able to resume the script.

You just have to click inside your script so you can get the Editor page open, and then press pause, and see all intern values there.