Blair,

Perhaps, what you want is a "try_finally" for Ocaml.

E.g.

let finally f arg finf =
  let rv = try Inl(f arg) with e -> Inr e
  in (try finf arg (match rv with Inl v -> Some v | Inr _ -> None) with e -> ());
	match rv with
		Inl v -> v
	  | Inr e -> raise e

Now, while this code isn't the most efficient, I believe (haven't
checked the details) that with sufficient partial evaluation and some
code-rearranging which is semantics-preserving, this code becomes
efficient, albeit somewhat larger than perhaps entirely desirable.

--chet--
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