PowerShell to continue from catch block if there is an error

Below code snippet will help you to continue from catch block if there is error,

try{
[System.Reflection.Assembly]::LoadWithPartialName("Microsoft.SharePoint")| Out-Null
$Site = new-Object Microsoft.SharePoint.SPSite($siteCollUrl)

$alertResultsCollection = @()
$a = $ErrorActionPreference 
$ErrorActionPreference = "SilentlyContinue"

foreach($SiteColl in $Site.WebApplication.Sites)
{
if($SiteColl -ne $null)
{
Write-Host "Processing site " $SiteColl.URL

Try{                
foreach ($web in $SiteColl.AllWebs) 
{
if($web -ne $null)
{
Try{
foreach ($alert in $web.Alerts)
{                                            
$alertURL = $web.URL + "/"
$alertResult = New-Object PSObject
$alertResult | Add-Member -type NoteProperty -name "List_URL" -value $alertURL
$alertResult | Add-Member -type NoteProperty -name "Alert_Title" -value $alert.Title
$alertResult | Add-Member -type NoteProperty -name "Alert_Type" -value $alert.AlertType
$alertResult | Add-Member -type NoteProperty -name "Alert_Frequency" -value $alert.AlertFrequency
$alertResult | Add-Member -type NoteProperty -name "Delivery_Via" -value $alert.DeliveryChannels
$alertResult | Add-Member -type NoteProperty -name "Change_Type" -value $alert.eventtype
$alertResult | Add-Member -type NoteProperty -name "Subscribed_User_Name" -value $alert.User.Name
$alertResultsCollection += $alertResult                                    
}
}
catch {        
continue;
}
}
}
}
catch {        
continue;
}
}
$ErrorActionPreference = $a
}
##Export to CSV        
$alertResultsCollection | Export-CSV "D:\...\AllMossWebAppAlerts.CSV" -NoTypeInformation         
}
catch {        
$ErrorMessage = $_.Exception.Message
fn_AddResult "Error - $ErrorMessage"
fn_AddResult "\n"
}
finally {        
$webapp = $null   
$alertResultsCollection = $null
}

Reference: http://stackoverflow.com/questions/9884890/error-handling-and-minimize-script-output-to-end-user

Hope this helps!