Is it possible to handle exceptions within LINQ queries?

myEnumerable.Select(a => 
  {
    try
    {
      return ThisMethodMayThrowExceptions(a));
    }
    catch(Exception)
    {
      return defaultValue;
    }
  });

But actually, it has some smell.

About the lambda syntax:

x => x.something

is kind of a shortcut and could be written as

(x) => { return x.something; }