In Ruby, What structures can a `rescue` statement be nested in

As said in recent comment, response has changed since Ruby 2.5.

do ... end blocks are now implicit begin ... end blocks; like module, class and method bodies.

In-line blocks {...} still can't.

You can only use rescue in two cases:

• Within a begin ... end block

  begin
    raise
  rescue 
    nil
  end
  

• As a statement modifier

  i = raise rescue nil
  

Function, module, and class bodies (thanks Jörg) are implicit begin...end blocks, so you can rescue within any function without an explicit begin/end.

    def foo
      raise
    rescue
      nil
    end

The block form takes an optional list of parameters, specifying which exceptions (and descendants) to rescue:

    begin
      eval string
    rescue SyntaxError, NameError => boom
      print "String doesn't compile: " + boom
    rescue StandardError => bang
      print "Error running script: " + bang
    end

If called inline as a statement modifier, or without argument within a begin/end block, rescue will catch StandardError and its descendants.

Here's the 1.9 documentation on rescue.