C# try catch continue execution

Leaving the catch block empty should do the trick. This is almost always a bad idea, though. On one hand, there's a performance penalty, and on the other (and this is more important), you always want to know when there's an error.

I would guess that the "callee" function failing, in your case, is actually not necessarily an "error," so to speak. That is, it is expected for it to fail sometimes. If this is the case, there is almost always a better way to handle it than using exceptions.

There are, if you'll pardon the pun, exceptions to the "rule", though. For example, if function2 were to call a web service whose results aren't really necessary for your page, this kind of pattern might be ok. Although, in almost 100% of cases, you should at least be logging it somewhere. In this scenario I'd log it in a finally block and report whether or not the service returned. Remember that data like that which may not be valuable to you now can become valuable later!

Last edit (probably):

In a comment I suggested you put the try/catch inside function2. Just thought I would elaborate. Function2 would look like this:

public Something? function2()
{
    try
    {
        //all of your function goes here
        return anActualObjectOfTypeSomething;
    }
    catch(Exception ex)
    {
        //logging goes here
        return null;
    }
}

That way, since you use a nullable return type, returning null doesn't hurt you.

Why cant you use the finally block?

Like

try {

} catch (Exception e) {

  // THIS WILL EXECUTE IF THERE IS AN EXCEPTION IS THROWN IN THE TRY BLOCK

} finally { 

 // THIS WILL EXECUTE IRRESPECTIVE OF WHETHER AN EXCEPTION IS THROWN WITHIN THE TRY CATCH OR NOT

}

EDIT after question amended:

You can do:

int? returnFromFunction2 = null;
    try {
        returnFromFunction2 = function2();
        return returnFromFunction2.value;
        } catch (Exception e) {

          // THIS WILL EXECUTE IF THERE IS AN EXCEPTION IS THROWN IN THE TRY BLOCK

        } finally { 

        if (returnFromFunction2.HasValue) { // do something with value }

         // THIS WILL EXECUTE IRRESPECTIVE OF WHETHER AN EXCEPTION IS THROWN WITHIN THE TRY CATCH OR NOT

        }

Or you can encapsulate the looping logic itself in a try catch e.g.

for(int i = function2(); i < 100 /*where 100 is the end or another function call to get the end*/; i = function2()){

    try{
     //ToDo
    }
    catch { continue; }    

}

Or...

try{ 
    for(int i = function2(); ; ;) {
        try { i = function2(); return; } 
        finally { /*decide to break or not :P*/continue; } }
} catch { /*failed on first try*/ } finally{ /*afterwardz*/ }