def doesnt_work():
    try:
        raise RuntimeError("YUP")
    except Exception as ex:
        raise
    finally:
        print("NOPE")
        # If you include a return here the exception is never raised
        return True

def works():
    _ex = None
    try:
        raise RuntimeError("YUP")
    except Exception as ex:
        _ex = ex
        raise
    finally:
        print("NOPE")
        if _ex:
            raise
        # If you include a return here the exception is never raised
        return True

print("Doesn't Work:")
print(doesnt_work())
print("Works:")
print(works())