Inspired from the other topic, I wrote this code which simulates a finally block:
#include <cassert>
#include <iostream>
struct base { virtual ~base(){} };
template<typename TLambda>
struct exec : base 
{
   TLambda lambda;
   exec(TLambda l) : lambda(l){}
   ~exec() { lambda(); }
};
class lambda{
    base *pbase;
public:
    template<typename TLambda>
    lambda(TLambda l): pbase(new exec<TLambda>(l)){}
    ~lambda() { delete pbase; }
};
class A{
    int a;
public:
    void start(){
        int a=1;        
        lambda finally = [&]{a=2; std::cout<<"finally executed";}; 
        try{
            assert(a==1);
            //do stuff
        }
        catch(int){
            //do stuff
        }
    }
};
int main() {
    A a;
    a.start();
}
Output (ideone):
finally executed
@Johannes seems to think that its not entirely correct, and commented that:
It can crash if the compiler doesn't elide the temporary in the copy initialization, because then it deletes twice with the same pointer value
I would like to know how exactly. Help me understanding the problem :-)
EDIT:
Problem fixed as:
class lambda{
    base *pbase;
public:
    template<typename TLambda>
    lambda(TLambda l): pbase(new exec<TLambda>(l)){}
    ~lambda() { delete pbase; }
    lambda(const lambda&)= delete;            //disable copy ctor
    lambda& operator=(const lambda&)= delete; //disable copy assignment
};
And then use it as:
//direct initialization, no copy-initialization
lambda finally([&]{a=2;  std::cout << "finally executed" << std::endl; }); 
Complete code : http://www.ideone.com/hsX0X
 
     
     
    