(require 'stdlib)

(let*
    ((tname (make-temp-name))
     (tfile (open-file tname 'write)))
  (catch 'foo
    (unwind-protect
        (progn
          ;; Use `temporary-file'
          (printf "writing to %s\n" tname)
          (write tfile "A test\n")
          ;; Now force a non-local exit
          (throw 'foo)
          (puts "never happens"))
      ;; This is the CLEANUP-FORM it will _always_
      ;; be evaluated, despite the `throw'.
      (progn
        (close-file tfile)
        (printf "removing %s\n" tname)
        (delete-file tname))))
  (puts "done"))