Run and Save multiple SELECT statements

Within a Postgres function I would like to run a number of SELECT commands. For each SELECT command I would like to output written to separate text files.

What is the best way to implement this?

PostgreSQL version: 9.3.5.0

 BEGIN

 RETURN QUERY SELECT text 
    FROM eightks
    WHERE other_events = true 
    AND text ~* '(\y(chief executive officer)\y)'
    AND text ~*'(\y(cancer)\y)'          
    \o /Users/XXXX/desktop/test.txt;

 RETURN QUERY SELECT text
    FROM eightks
    WHERE other_events = true 
    AND text ~* '(\y(chief executive officer)\y)'
    AND text ~* '(\y(sudden)\y)' 
    \o /Users/xxxx/desktop/sudden.txt;

  END

Here is the follow ERROR message

    edgar=# \i test3.sql;
    psql:test3.sql:21: ERROR:  syntax error at or near "RETURN"
    LINE 2: RETURN QUERY SELECT text 
    ^

Here is also the structure of the table if it helps;

     edgar=# \d eightks
           Table "public.eightks"
       Column    |   Type   | Modifiers 
   --------------+----------+-----------
    id           | integer  | 
    doc_id       | bigint   | 
    text         | text     | 
    tsv          | tsvector | 
    other_events | boolean  |

Thanks very much