Try catch finally: Do something if no exception is thrown

Sure there is: put it at the bottom of the try block.

try{
    // something
    // i can do what i want here
}catch(Exception e){
    // handle exception
}

This is not entirely equivalent to your original code in the sense that if “what you want” throws, the exception will be caught locally (this would not happen with your original scheme). This is something you might or might not care about, and there’s a good chance that the different behavior is also the correct one.

If you want to bring the old behavior back, you can also use this variant that doesn’t require a finally just for the sake of writing the “if no exceptions” condition:

var checkpointReached = false;
try{
    // something
    checkpointReached = true;
    // i can do what i want here
}catch(Exception e){
    if (checkpointReached) throw; // don't handle exceptions after the checkpoint
    // handle exception
}