Perhaps you are looking for a context manager?
>>> class Foo(object):
... def __init__(self):
... self.bar = None
... def __enter__(self):
... if self.bar != 'open':
... print 'opening the bar'
... self.bar = 'open'
... def __exit__(self, type_, value, traceback):
... if self.bar != 'closed':
... print 'closing the bar', type_, value, traceback
... self.bar = 'close'
...
>>>
>>> with Foo() as f:
... # oh no something crashes the program
... sys.exit(0)
...
opening the bar
closing the bar <type 'exceptions.SystemExit'> 0 <traceback object at 0xb7720cfc>