accumulate.scala

val cl = // a valid ClassLoader

val classNames: List[String] =
      classOf[String].getName :: "$$$$" :: List.getClass.getName :: Nil

type Acc = (List[Throwable], List[Class[_]])

val res = classNames.foldLeft((Nil, Nil): Acc) { (acc, className) ⇒
  Try(Class.forName(className, true, cl)) match {
    case Success(c) ⇒ (acc._1, c :: acc._2)
    case Failure(f) ⇒ (f :: acc._1, acc._2)
  }
}