How to throw exception without resetting stack trace?

With .NET Framework 4.5 there is now an ExceptionDispatchInfo which supports this exact scenario. It allows capturing a complete exception and rethrowing it from somewhere else without overwriting the contained stack trace.

code sample due to request in comment

using System.Runtime.ExceptionServices;

class Test
{
    private ExceptionDispatchInfo _exInfo;

    public void DeleteNoThrow(string path)
    {
        try { File.Delete(path); }
        catch(IOException ex)
        {
            // Capture exception (including stack trace) for later rethrow.
            _exInfo = ExceptionDispatchInfo.Capture(ex);
        }
    }

    public Exception GetFailure()
    {
        // You can access the captured exception without rethrowing.
        return _exInfo != null ? _exInfo.SourceException : null;
    }

    public void ThrowIfFailed()
    {
        // This will rethrow the exception including the stack trace of the
        // original DeleteNoThrow call.
        _exInfo.Throw();

        // Contrast with 'throw GetFailure()' which rethrows the exception but
        // overwrites the stack trace to the current caller of ThrowIfFailed.
    }
}