public void MyMethod()
{
   try
   {
   }
   catch{}
   finally
   {
      CodeA
   }
   CodeB
}

CodeA和CodeB抛出的异常的处理方式是相同的。

finally块中抛出的异常没有任何特殊含义，将其视为代码B抛出的异常。

如果有一个异常挂起(当try块有finally但没有catch时)，新异常将替换该异常。

如果没有异常挂起，它就像在finally块外抛出异常一样工作。

public void MyMethod()
{
   try
   {
   }
   catch{}
   finally
   {
      CodeA
   }
   CodeB
}

CodeA和CodeB抛出的异常的处理方式是相同的。

finally块中抛出的异常没有任何特殊含义，将其视为代码B抛出的异常。

异常向上传播，应该在更高的级别进行处理。如果不在更高的级别处理异常，应用程序将崩溃。“finally”块执行在抛出异常的地方停止。

无论是否存在异常，“finally”块都保证执行。

如果“finally”块在try块中发生异常后被执行， 如果这个异常没有被处理 如果finally块抛出异常

然后，try块中发生的原始异常将丢失。

public class Exception
{
    public static void Main()
    {
        try
        {
            SomeMethod();
        }
        catch (Exception ex)
        {
            Console.WriteLine(ex.Message);
        }
    }

    public static void SomeMethod()
    {
        try
        {
            // This exception will be lost
            throw new Exception("Exception in try block");
        }
        finally
        {
            throw new Exception("Exception in finally block");
        }
    }
} 

关于细节的好文章

几个月前，我也遇到过这样的事情，

    private  void RaiseException(String errorMessage)
    {
        throw new Exception(errorMessage);
    }

    private  void DoTaskForFinally()
    {
        RaiseException("Error for finally");
    }

    private  void DoTaskForCatch()
    {
        RaiseException("Error for catch");
    }

    private  void DoTaskForTry()
    {
        RaiseException("Error for try");
    }


        try
        {
            /*lacks the exception*/
            DoTaskForTry();
        }
        catch (Exception exception)
        {
            /*lacks the exception*/
            DoTaskForCatch();
        }
        finally
        {
            /*the result exception*/
            DoTaskForFinally();
        }

为了解决这个问题，我做了一个实用类

class ProcessHandler : Exception
{
    private enum ProcessType
    {
        Try,
        Catch,
        Finally,
    }

    private Boolean _hasException;
    private Boolean _hasTryException;
    private Boolean _hasCatchException;
    private Boolean _hasFinnallyException;

    public Boolean HasException { get { return _hasException; } }
    public Boolean HasTryException { get { return _hasTryException; } }
    public Boolean HasCatchException { get { return _hasCatchException; } }
    public Boolean HasFinnallyException { get { return _hasFinnallyException; } }
    public Dictionary<String, Exception> Exceptions { get; private set; } 

    public readonly Action TryAction;
    public readonly Action CatchAction;
    public readonly Action FinallyAction;

    public ProcessHandler(Action tryAction = null, Action catchAction = null, Action finallyAction = null)
    {

        TryAction = tryAction;
        CatchAction = catchAction;
        FinallyAction = finallyAction;

        _hasException = false;
        _hasTryException = false;
        _hasCatchException = false;
        _hasFinnallyException = false;
        Exceptions = new Dictionary<string, Exception>();
    }


    private void Invoke(Action action, ref Boolean isError, ProcessType processType)
    {
        try
        {
            action.Invoke();
        }
        catch (Exception exception)
        {
            _hasException = true;
            isError = true;
            Exceptions.Add(processType.ToString(), exception);
        }
    }

    private void InvokeTryAction()
    {
        if (TryAction == null)
        {
            return;
        }
        Invoke(TryAction, ref _hasTryException, ProcessType.Try);
    }

    private void InvokeCatchAction()
    {
        if (CatchAction == null)
        {
            return;
        }
        Invoke(TryAction, ref _hasCatchException, ProcessType.Catch);
    }

    private void InvokeFinallyAction()
    {
        if (FinallyAction == null)
        {
            return;
        }
        Invoke(TryAction, ref _hasFinnallyException, ProcessType.Finally);
    }

    public void InvokeActions()
    {
        InvokeTryAction();
        if (HasTryException)
        {
            InvokeCatchAction();
        }
        InvokeFinallyAction();

        if (HasException)
        {
            throw this;
        }
    }
}

像这样使用

try
{
    ProcessHandler handler = new ProcessHandler(DoTaskForTry, DoTaskForCatch, DoTaskForFinally);
    handler.InvokeActions();
}
catch (Exception exception)
{
    var processError = exception as ProcessHandler;
    /*this exception contains all exceptions*/
    throw new Exception("Error to Process Actions", exception);
}

但如果你想使用参数并返回类型，那就是另一回事了

传播异常。