for (i = 0; i < len; i++) {
    try { this.example(arg[i]) }
    catch (e) { log(e) }
  }

function ErrorCollection(msg) {
    this.name = 'ErrorCollection';
    this.message = msg || '';
    this.errors = [];
}
ErrorCollection.prototype = Object.create(Error.prototype);
ErrorCollection.prototype.constructor = ErrorCollection;
ErrorCollection.prototype.push = function (e) {
    return this.errors.push(e);
}

// ...

var i, ec = new ErrorCollection();
for (i = 0; i < 10; ++i) {
    try {
        throw new Error('Error ' + i);
    } catch (e) {
        ec.push(e);
    }
}
// do something with ec, e.g.
if (ec.errors.length) {
    console.log(ec, ec.errors);
    throw ec;
}

var i, a = [];
for (i = 0; i < arguments.length; ++i) {
    try { // assume everything will work
        this.example(arguments[i]);
    } catch (e) { // our assumption was wrong
        a.push({arg: i, val: arguments[i]});
        for (++i; i < arguments.length; ++i) { // loop from where we left off
            if (!this.valid_arg(arguments[i])) { // some costly test
                a.push({arg: i, val: arguments[i]});
            }
        }
        throw a; // throw the list of bad args up a level
    }
}