program.cs

using System;

namespace ConsoleApplication1
{
    class Program
    {
        static void Main(string[] args)
        {
            try
            {
                try
                {
                    throw new Exception();
                }
                finally
                {
                    Console.WriteLine("A");
                }
            }
            catch (Exception) when (ShouldProcessCondition())
            {
                Console.WriteLine("B");
            }

            Console.ReadKey();
        }

        static bool ShouldProcessCondition()
        {
            Console.WriteLine("C");
            return true;
        }
    }
}