I've been doing some PHP development lately that involves a lot of SPL, or Standard PHP Library exceptions. I do test-driven development for all the usual reasons, and so make heavy use of the PHPUnit framework. One great idea that the developer of PHPUnit had was to add a test-case method called setExpectedException(), which should eliminate the need for you (the person writing the test code) to do an explicit try/catch block yourself. Tell PHPUnit what you expect to see thrown in the very near future, and it will handle the details.
But, as the saying says, every blessing comes with a curse (and vice versa). The architecture of PHPUnit pretty well seems to dictate that there can only be one such caught exception in a test method. In other words, you can't set up a loop that will repeatedly call a method and pass it parameters that you expect it to throw on; the first time PHPUnit's behind-the-scenes exception-catcher catches the exception you told it was coming, it terminates the test case.
Oops. But if you think about it, pretty expectable (pardon the pun). For PHPUnit to catch the exception, the exception has to get thrown and unwind the call stack past your test-case method. That makes it very difficult (read: probably impossible to do reliably inside PHPUnit's current architecture) to resume your test-case code after the call that caused the exception to be thrown — which is what you'd want if you were looping through these things.
This leaves you, of course, with the option of writing try/catch blocks yourself — which you were hoping to avoid but which still works precisely as expected.
Moral of the story: Beware magic bullets. They tend to blow up in your face when you least expect it.