I agree. Not having "finally" is a language shortcoming.

One example I just ran into that made me cuss at PHP is this. Without finally, 
one cannot use breaks in a try construct as break ends execution of the current 
for, foreach, while, do-while or switch structure.

Code example:

do {
  $lock = new PseudoLock();
  try {
    // do stuff
    if (...) {
      break; // this is a no-no without finally
    }
  }
  catch(Exception $e) {
    $lock = null; // release lock
    throw $e;
  }
  $lock = null; // release lock

  // Do more stuff.

} while (!$satisfied);


Note how the inner break will cause both resource lock release attempts to be 
skipped. If the finally construct existed, the break would first pass through 
the finally where the lock can be released, and then pass out of it's loop 
structure. That's how it works in other languages.

I think these three snippets illustrate why finally would be very useful..

Python: http://codepad.org/zcVRYPzS
Ruby: http://codepad.org/uORFxLVy
PHP: http://codepad.org/t0WtzZ9p

Implemented on master (see request #32100 and https://wiki.php.net/rfc/finally for more details).