wut.php

<?php
function foo() {
    try {
        throw new Exception("ex1");
    } finally {
        try {
            throw new Exception("ex2");
        } catch (Exception $e) {
            printf("caught in finally message=%s\n", $e->getMessage());
        }
        echo "end of finally.\n";
    }
}

try {
    foo();
    echo "this should not get executed.\n";    
} catch (Exception $e) {
    printf("caught from call to foo() messsage=%s\n", $e->getMessage());
}
echo "all done.\n";

zz_output.txt

caught in finally message=ex2
end of finally.
this should not get executed.
all done.