Is it possible to handle exceptions within LINQ queries?

myEnumerable.Select(a => 
  {
    try
    {
      return ThisMethodMayThrowExceptions(a));
    }
    catch(Exception)
    {
      return defaultValue;
    }
  });

But actually, it has some smell.

About the lambda syntax:

x => x.something

is kind of a shortcut and could be written as

(x) => { return x.something; }

Call a projection which has that try/catch:

myEnumerable.Select(a => TryThisMethod(a));

...

public static Bar TryThisMethod(Foo a)
{
     try
     {
         return ThisMethodMayThrowExceptions(a);
     }
     catch(BarNotFoundException)
     {
         return Bar.Default;
     }
}

Admittedly I'd rarely want to use this technique. It feels like an abuse of exceptions in general, but sometimes there are APIs which leave you no choice.

(I'd almost certainly put it in a separate method rather than putting it "inline" as a lambda expression though.)