Note that the problem is not related to "with", but with nested
exception handlers:

try:
    raise Exception("foo")
except:
    try: pass
    except: pass
    raise # in Py2.5 throws 'foo', in Py3.0 fails with RuntimeError


OTOH, python has always had poor support for nested exceptions; tried
with python24 and python25::

   try:
        raise Exception("foo")
   except:
      try: raise KeyError("caught")
      except KeyError: pass
      raise # reraise the KeyError...

This does not happen if the two lines with KeyError are moved in another
function.