Good catch!  Yes, this form breaks on python 2.4, which unfortunately is still with us :(  You **CAN** use:

    try:
        ...
    finally:
        ...

or

    try:
        ...
    except:
        ...

or

    try:
        ...
    except:
        ...
    else:
        ...

and you can nest them too, so this is okay (though messy):

    try:
        try:
            ...
        except:
            ...
    finally:
        ...