Note
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The latest version of this topic can be found at TN032: MFC Exception Mechanism.
Previous versions of Visual C++ did not support the standard C++ exception mechanism, and MFC provided macros TRY/CATCH/THROW that were used instead. This version of Visual C++ fully supports C++ exceptions. This note covered some of the advanced implementation details of the previous macros including how to automatically cleanup stack based objects. Because C++ exceptions support stack unwinding by default, this technical note is no longer necessary.
Refer to Exceptions: Using MFC Macros and C++ Exceptions for more information on the differences between the MFC macros and the new C++ keywords.