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I'd like to update all records with an empty string in all columns of all tables in PostgreSQL. Is there a way to do this with a query? Or at least how to query for all columns that don't have a NOT NULL constraint.

A: 

Visit the information_schema like this

select * 
from information_schema.columns
where is_nullable = 'YES';

From that data you can generate yourself update statements for all the tables and columns.

StarShip3000
In the future you may want to put a constraint on these columns to keep them from being allowed to be empty strings.
StarShip3000
@StarShip3000 this is data brought in from another database. No foreign keys, no constraints of any sort.....
Matt Haley