The following code can be used to verify the behavior discussed in the first part of Evk's answer:
static void TryCatchFunction() { ConcurrentBag<string> bag = null; int numItemsInBag = 0; try { ErrorFunction(out bag); numItemsInBag = bag.Count; } catch (Exception) { numItemsInBag = bag.Count; } } static void ErrorFunction(out ConcurrentBag<string> bag) { string[] strings = new string[] { "1", "2", "3", "4", "5", "6" }; ConcurrentBag<string> inFunctionBag = new ConcurrentBag<string>(); bag = inFunctionBag; Parallel.ForEach(strings, (str, state) => { if (str == "2" || str == "4") { inFunctionBag.Add(str); throw new Exception(); } }); } The number of items in the bag varies between method calls.