from __future__ import with_statement
from contextlib import contextmanager

@contextmanager
def gen():
    print '__enter__'

    try:
        yield
    finally:
        print '__exit__'

with gen():
    raise StopIteration('body')

print

with gen():
    raise GeneratorExit('body')

---------- Run ----------
__enter__
__exit__

__enter__
__exit__
Traceback (most recent call last):
  File "test25.py", line 53, in <module>
    raise GeneratorExit('body')
GeneratorExit: body