How to stop VBA macro automatically?

You can raise your own user-defined error with err.raise. This is similar to your example, but a little more powerful in that it is an actual error that will halt code execution, even if it's applied to a nested call.

For example,

sub a
on error goto exitCode
    call b
    msgbox "a complete"
    exit sub       'you need this to prevent the error handling code from always running
exitCode:
    msgbox "code is exiting..."
    'clean up code here
end sub

sub b
    call c
    msgbox "b complete"
end sub

sub c
    msgbox "entering c"
    err.raise 555, "foo", "an error occurred"
    msgbox "exiting c"
end sub

'OUTPUT:

'entering c
'code is exiting...

The err.raise line will send the control to the exitCode: label even though it was called outside of a. You could use any conditions to test if this custom error should be thrown.

More on the err object and VBA error handling-

https://msdn.microsoft.com/en-us/library/ka13cy19(v=vs.90).aspx

http://www.cpearson.com/excel/errorhandling.htm