Bash declaratively defining a list to loop on

In bash I frequently make scripts where I loop over a list of strings that I define.

e.g.

for a in 1 2 3 4; do echo $a; done
 

However I would like to define the list so that it contains spaces and with out a separate file:

e.g. (BUT THIS WILL NOT WORK)

read -r VAR <<HERE
 list item 1
 list item 2
 list item 3
 ...
 HERE
 
 for a in $VAR; do echo $a; done
 

The expected output above (I would like):

list item 1
 list item 2
 list item 3
 etc...
 

But you will get:

list
 item
 1
 

I could use arrays but I would have to index each array. How do others declaratively define lists in bash with out using separate files?

---