Make python code continue after exception

Put your try/except structure more in-wards. Otherwise when you get an error, it will break all the loops.

Perhaps after the first for-loop, add the try/except. Then if an error is raised, it will continue with the next file.

for infile in listing:
    try:
        if infile.startswith("ABC"):
            fo = open(infile,"r")
            for line in fo:
                if line.startswith("REVIEW"):
                    print infile
            fo.close()
    except:
        pass

This is a perfect example of why you should use a with statement here to open files. When you open the file using open(), but an error is catched, the file will remain open forever. Now is better than never.

for infile in listing:
    try:
        if infile.startswith("ABC"):
            with open(infile,"r") as fo
                for line in fo:
                    if line.startswith("REVIEW"):
                        print infile
    except:
        pass

Now if an error is caught, the file will be closed, as that is what the with statement does.