Newbie question about exceptions

[Vijay Baliga]

Why isn't "finally" allowed with "try/except"? Ideally, I would like to do
the following:

try:
    f1 = open(file1)
    use(f1)
    f2 = open(file2)
    use(f1, f2)
    f3 = open(file3)
    use(f1, f2, f3)
except:
    print 'File open error'
finally:
    f1.close()
    f2.close()
    f3.close()

So the file handles are always closed, even if an exception occurs while
opening the files. The only solution that I can think of is:

try:
    try:
        f1 = open(file1)
        use(f1)
        f2 = open(file2)
        use(f1, f2)
        f3 = open(file3)
        use(f1, f2, f3)
    finally:
        f1.close()
        f2.close()
        f3.close()
except:
    print 'File open error'

However, I don't like it because it is more verbose and everything is
indented an additional tab stop.

Thanks in advance for any help,
Vijay
vijaybaliga at hotmail.com