Code Patterns: Breaking from a do-once loop

Consider the following design pattern:

do {
    // Some logic here
    if (AnErrorOccurs()) {
        break;
    }
    // Some more logic here
    if (ADifferentErrorOccurs()) {
        break;
    }

    // Code completed successfully
    return someValue;
} while (false);

// Lengthy error-handling code here
return errorCode;

Is using a loop in this way appropriate? I simply want the functionality of the break statement so that I can put my error handling code in one place. A separate method would work too, true, but suppose there's a large number of variables in scope that would be unwieldy or unsafe to pass around as parameters.

Or would the try-finally pattern be a better way of handling this situation? Or throwing a whole bunch of custom exceptions? I'm just interested to see how others handle it in the interest of having the neatest and most maintainable code.