Inspired by Frank Krueger's answer and the documentation for std::nested_exception, I realized that you can combine Frank's answer, which I've been using for a while, with std::nested_exception to create a full error stack trace with file & line info.  For example with my implementation, running
#include "Thrower.h"
#include <iostream>
// runs the sample function above and prints the caught exception
int main ( )
{
    try {
        // [Doing important stuff...]
        try {
            std::string s = "Hello, world!";
            try {
                int i = std::stoi ( s );
            }
            catch ( ... ) {
                thrower ( "Failed to convert string \"" + s + "\" to an integer!" );
            }
        }
        catch ( Error& e ) {
            thrower ( "Failed to [Do important stuff]!" );
        }
    }
    catch ( Error& e ) {
        std::cout << Error::getErrorStack ( e );
    }
    std::cin.get ( );
}
outputs
ERROR: Failed to [Do important stuff]!
@ Location:c:\path\main.cpp; line 33
 ERROR: Failed to convert string "Hello, world!" to an integer!
 @ Location:c:\path\main.cpp; line 28
  ERROR: invalid stoi argument
Here's my implementation:
#include <sstream>
#include <stdexcept>
#include <regex>
class Error : public std::runtime_error
{
    public:
    Error ( const std::string &arg, const char *file, int line ) : std::runtime_error( arg )
    {
        loc = std::string ( file ) + "; line " + std::to_string ( line );
        std::ostringstream out;
        out << arg << "\n@ Location:" << loc;
        msg = out.str( );
        bareMsg = arg;      
    }
    ~Error( ) throw() {}
    const char * what( ) const throw()
    {
        return msg.c_str( );
    }
    std::string whatBare( ) const throw()
    {
        return bareMsg;
    }
    std::string whatLoc ( ) const throw( )
    {
        return loc;
    }
    static std::string getErrorStack ( const std::exception& e, unsigned int level = 0)
    {
        std::string msg = "ERROR: " + std::string(e.what ( ));
        std::regex r ( "\n" );
        msg = std::regex_replace ( msg, r, "\n"+std::string ( level, ' ' ) );
        std::string stackMsg = std::string ( level, ' ' ) + msg + "\n";
        try
        {
            std::rethrow_if_nested ( e );
        }
        catch ( const std::exception& e )
        {
            stackMsg += getErrorStack ( e, level + 1 );
        }
        return stackMsg;
    }
    private:
        std::string msg;
        std::string bareMsg;
        std::string loc;
};
// (Important modification here)
// the following gives any throw call file and line information.
// throw_with_nested makes it possible to chain thrower calls and get a full error stack traceback
#define thrower(arg) std::throw_with_nested( Error(arg, __FILE__, __LINE__) )
```