This gives an alternative way of catching exceptions, for the common
case where the cleanup code is the same in the error and non-error
cases.  So instead of

    PG_TRY();
    {
        ... code that might throw ereport(ERROR) ...
    }
    PG_CATCH();
    {
        cleanup();
	PG_RE_THROW();
    }
    PG_END_TRY();
    cleanup();

one can write

    PG_TRY();
    {
        ... code that might throw ereport(ERROR) ...
    }
    PG_FINALLY();
    {
        cleanup();
    }
    PG_END_TRY();

Discussion: https://www.postgresql.org/message-id/flat/95a822c3-728b-af0e-d7e5-71890507ae0c%402ndquadrant.com