Does an application-wide exception handler make sense?

Long story short, I have a substantial Python application that, among other things, does outcalls to "losetup", "mount", etc. on Linux. Essentially consuming system resources that must be released when complete.

If my application crashes, I want to ensure these system resources are properly released.

Does it make sense to do something like the following?

def main():
    # TODO: main application entry point
    pass

def cleanup():
    # TODO: release system resources here
    pass

if __name__ == "__main__":
    try:
        main()
    except:
        cleanup()
        raise

Is this something that is typically done? Is there a better way? Perhaps the destructor in a singleton class?