Q:

What is the Rust equivalent to a try-catch statement?

Is it possible to handle multiple different errors at once instead of individually in Rust without using additional functions? In short: what is the Rust equivalent to a try-catch statement?
A feature like this (First-class error handling with ? and catch) was suggested back in 2016, but I can't tell what came out of it and how a 2019 solution for such a problem might look like.
For example, doing something like this:
try {
    do_step_1()?;
    do_step_2()?;
    do_step_3()?;
    // etc
} catch {
    alert_user("Failed to perform necessary steps");
}

Instead of:
match do_steps() {
    Ok(_) => (),
    _ => alert_user("Failed to perform necessary steps")
}

// Additional function:
fn do_steps() -> Result<(), Error>{
    do_step_1()?;
    do_step_2()?;
    do_step_3()?;
    // etc
    Ok(())
}

My program has a function which checks a variety of different places in the registry for different data values and returns some aggregate data. It would need to use many of these try-cache statements with try-catch inside of other try-catch inside of loops.

A:

There is no try catch statement in Rust. The closest approach is the ? operator.
However, you do not have to create a function and a match statement to resolve it in the end. You can define a closure in your scope and use ? operator inside the closure. Then throws are held in the closure return value and you can catch this wherever you want like following:
fn main() {
    let do_steps = || -> Result<(), MyError> {
        do_step_1()?;
        do_step_2()?;
        do_step_3()?;
        Ok(())
    };

    if let Err(_err) = do_steps() {
        println!("Failed to perform necessary steps");
    }
}

Playground

Is it possible to handle multiple different errors at once instead of individually in Rust without using additional functions?

Yes it is possible. There is a failure crate for the error management in Rust. Using Failure, you can chain, convert, concatenate the errors. After converting the error types to one common type, you can catch (handle) it easily.

A:

Results in Rust can be chained using and_then. So you can do this:
if let Err(e) = do_step_1().and_then(do_step_2).and_then(do_step_3) {
    println!("Failed to perform necessary steps");
}

or if you want a more compact syntax, you can do it with a macro:
macro_rules! attempt { // `try` is a reserved keyword
   (@recurse ($a:expr) { } catch ($e:ident) $b:block) => {
      if let Err ($e) = $a $b
   };
   (@recurse ($a:expr) { $e:expr; $($tail:tt)* } $($handler:tt)*) => {
      attempt!{@recurse ($a.and_then (|_| $e)) { $($tail)* } $($handler)*}
   };
   ({ $e:expr; $($tail:tt)* } $($handler:tt)*) => {
      attempt!{@recurse ($e) { $($tail)* } $($handler)* }
   };
}

attempt!{{
   do_step1();
   do_step2();
   do_step3();
} catch (e) {
   println!("Failed to perform necessary steps: {}", e);
}}

playground

