try/finally in a bare except block can safely re-raise the original error.

fail_in_exception.py

def do_something():
    raise RuntimeError('do_something')


def clean_up():
    raise RuntimeError('clean_up')


def fail_in_exception():
    try:
        do_something()
    except:
        try:
            clean_up()
        finally:
            raise


fail_in_exception()  # RuntimeError: do_something