public class SomeController : Controller
{
    public ActionResult SomeAction()
    {
        new SomeBusinessLogicComponentInTheMVCProject().DoSomething();
        return View();
    }
}

public class SomeBusinessLogicComponentInTheMVCProject
{
    public void DoSomething()
    {
        try
        {
        }
        catch (Exception ex)
        {
            // Will the HandleError filter's OnError 
            // handler catch this exception?
        }
        finally
        {
        }
    }
}