Q:

Something similar to yield break in F#

How to break after first if? 
let WithdrawalCash (account, amount) = seq {        

    if ( account. Balance. CurrentAmount - amount < 0.0m) then
        yield NotEnoughMoneyForWithdrawal(account, amount)   
        // How to break here?      

    let newBalance = account. Balance. CurrentAmount - amount
    yield CashWithdrawnEvent(account, newBalance)
}

A:

Not sure this will help, why not use the else clause? 
let WithdrawalCash (account, amount) = seq {        

   if ( account. Balance. CurrentAmount - amount < 0.0m) then
       yield NotEnoughMoneyForWithdrawal(account, amount)   
       // How to break here?      
   else 
      let newBalance = account. Balance. CurrentAmount - amount
      yield CashWithdrawnEvent(account, newBalance) 
}

Also have a look at:
Imperative computation in F# (II.) -  Writing break and continue

A:

The code as posted will only evern return one CashWithdrawlEvent, then end the sequence... you need to have a loop to return multiple values.   Also, have you considered using "match" to handle multiple cases? 
(not tested as working...)
let WithdrawalCash (account, amount) = seq {         

    let bDone = ref false

    while not (! bDone) do
        match amount with
        | v when account. Balance. CurrentAmount - v < 0 ->
           yield NotEnoughMoneyForWithdrawal(account, amount)
           bDone := true    // break

        // more when clauses can go here

        | _ ->
          let newBalance = account. Balance. CurrentAmount - amount 
          yield CashWithdrawnEvent(account, newBalance) 
          // let the sequence continue

}

But, even this does not seem like what you would want, since it will ALWAYS withdraw the same 'amount' each time you pull a value from the sequence, because account and amount are fixed when the sequence is created.   So, I'd drop the 'seq' and make this a simple function, as in:
let WithdrawalCash (account, amount) =

    match amount with
    | v when account. Balance. CurrentAmount - v < 0 ->
       NotEnoughMoneyForWithdrawal(account, amount)

    // more when clauses can go here

    | _ ->
      let newBalance = account. Balance. CurrentAmount - amount 
      CashWithdrawnEvent(account, newBalance) 

For the general case of enumerating some sequence and stopping when a particular condition is met, consider "Seq.takeWhile", as in:
let MySeq = seq {
    while true do
        yield someValue
    }

let code () =
    MySeq
    |> Seq.takeWhile ( fun v -> ShouldIContinueWorkingTest(v) )
    |> Seq.iter ( fun v -> DoWork(v) )

