Microsoft-specific exception handling mechanisms
exception handling mechanisms in the Microsoft Windows family

The Microsoft Windows family of operating systems employ some specific exception handling mechanisms.
Structured Exception Handling
Microsoft Structured Exception Handling is the native exception handling mechanism for Windows and a forerunner technology to Vectored Exception Handling (VEH). It features the finally mechanism not present in standard C++ exceptions (but present in most imperative languages introduced later). SEH is set up and handled separately for each thread of execution.
Usage
Microsoft supports SEH as a programming technique at the compiler level only. MS Visual C++ compiler features three non-standard keywords: __try, __except and __finally — for this purpose. Other exception handling aspects are backed by a number of Win32 API functions, for example, RaiseException to raise SEH exceptions manually.
Implementation
IA-32
Each thread of execution in Windows IA-32 edition or the WoW64 emulation layer for the x86-64 version has a link to an undocumented _EXCEPTION_REGISTRATION_RECORD list at the start of its Thread Information Block. The __try statement essentially calls a compiler-defined EH_prolog function. That function allocates an _EXCEPTION_REGISTRATION_RECORD on the stack pointing to the __except_handler3 function in msvcrt.dll, then adds the record to the list's head.
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