Normally, I'd do this:
try
{
    code
    code that might throw an anticipated exception you want to handle
    code
    code that might throw an anticipated exception you want to handle
    code
}
catch 
{
}
Are there any benefits to doing it this way?
code
try
{
    code that might throw an anticipated exception you want to handle
}
catch
{
}
code
try
{
    code that might throw an anticipated exception you want to handle
}
catch
{
}
code
Update:
I originally asked this question w/reference to C#, but as A. Levy commented, it could apply to any exception handling language, so I made the tags reflect that.