Since I'm pretty new to C++, I wasn't too deeply familiar with RAII; like most Schemers I just thought of it as "C++'s version of dynamic-wind."
This week I learned an important distinction between C++ destructors and Java's finally. The latter, of course, unilaterally executes when the body terminates, regardless of how or when it terminates. The thing that gives destructors more expressiveness for dealing with cleanup is that they only execute for the objects that have been initialized. This means that if control exits a block after only half of the stack-local objects have been constructed, only those half of the objects have their destructors invoked. With finally, all that bookkeeping is the responsibility of the programmer.
(That said, I still see RAII used all over the place to construct awkward, special-purpose classes whose sole purpose is to run some cleanup code. In these cases, having to create a named object and a named class to go along with it is pretty perverse.)