Finding contiguous primary keys   

Create dummy data with gaps to test with

-- our test table
-- this creates gaps after 199 records
CREATE TABLE s(n integer);
INSERT INTO s(n)
SELECT n
FROM generate_series(1,1000) As n
WHERE n % 200 != 0;

Now the solution

WITH 
-- get start ranges (numbers that don't have a matching next + 1)
n1 AS (SELECT n AS start_n
FROM s
EXCEPT
SELECT n + 1 AS start_n
FROM s),
-- for each start range find the next start range
n2 AS (SELECT n1.start_n
 , lead(start_n) OVER (ORDER BY start_n) As next_set_n
FROM n1 
GROUP BY n1.start_n)
-- determine end range for each start
-- end range is the last number that is before start of next range
SELECT start_n, MAX(COALESCE(s.n,start_n)) As end_n
FROM n2 LEFT JOIN s ON( s.n >= n2.start_n AND (s.n < n2.next_set_n or n2.next_set_n IS NULL))
GROUP BY start_n, next_set_n
ORDER BY start_n;

The result of the above query looks like:

start_n | end_n
----------+-------
       1 |   199
     201 |   399
     401 |   599
     601 |   799
     801 |   999