> Drop into a top-level with the extended syntax and the extension works but it 
> seems to have replaced the original try .. with syntax rather than added a 
> new one:

Interestingly, here is what your code does
with the current CVS version <http://camlcvs.inria.fr/>:

$ ocaml camlp4of.cma pa_try_finally.cmo
        Objective Caml version 3.11+dev2 (2007-05-08)

        Camlp4 Parsing version 3.11+dev2 (2007-05-08)

# try raise Exit finally print_endline "Foo!";;
Foo!
Exception: Pervasives.Exit.
# try raise Exit with _ -> print_endline "Foo!";;
Foo!
- : unit = ()