Python global exception handling

If this is a script for execution on the command line, you can encapsulate your run-time logic in main(), call it in an if __name__ == '__main__' and wrap that.

if __name__ == '__main__':
    try:
        main()
    except KeyboardInterrupt:
        print 'Killed by user'
        sys.exit(0)

You could change sys.excepthook if you really don't want to use a try/except.

import sys
def my_except_hook(exctype, value, traceback):
    if exctype == KeyboardInterrupt:
        print "Handler code goes here"
    else:
        sys.__excepthook__(exctype, value, traceback)
sys.excepthook = my_except_hook