Using finally instead of catch

Question

I've seen this pattern a few times now:

        bool success = false;
        try
        {
            DoSomething();
            success = true;
        }
        finally
        {
            if (!success)
                Rollback();
        }

And I've been wondering: Why is this better than using catch for rollbacks?

        try
        {
            DoSomething();
        }
        catch
        {
            Rollback();
            throw;
        }

What are the differences between the two ways of making sure changes are rolled back on failure?

Answer 1

I post here some code even if it's not really related to the question (will delete later).

With this program:

using System;

namespace testcs
{
    class Program
    {
        static void Main(string[] args)
        {
            try
            {
                try
                {
                    foo();
                    foo();
                    foo();
                }
                catch
                {
                    throw;
                }
            }
            catch (Exception e)
            {
                Console.WriteLine(e.ToString());
            }
        }

        private static void foo()
        {
            throw new Exception("oops");
        }
    }
}

The stack trace (look at line numbers!) is preserved but inside the main function you'll see "line 19", the line where throw is instead the true line where foo() has been called (line 13).