What about:

function A() as Boolean
if not B()
  * Use sErrMsg to warn the user, if desired
  return .f.
endif

function B() as Boolean
local llSuccess
try && Whatever you need
....
llSuccess = this.C()
....
catch to loException && Optionally you can use When
  this.bErrorOcurred = .t.
  this.sErrMsg = loException.Message
finally && Whatever you need
endtry
return llSuccess



function C() as Boolean
local llSuccess
try && Whatever you need
....
llSuccess = this.D()
....
catch to loException && Optionally you can use When
  this.bErrorOcurred = .t.
  this.sErrMsg = loException.Message
finally && Whatever you need
endtry
return llSuccess


function D() as Boolean
local llSuccess
try && Whatever you need
....
  if not CheckForExistanceOfRecord
    this.bErrorOcurred = .t.
    this.sErrMsg = 'Some message indicating the failure to locate the record'
  endif
....
catch to loException && Optionally you can use When
  this.bErrorOcurred = .t.
  this.sErrMsg = loException.Message
finally && Whatever you need
endtry
return llSuccess

>>>If I create a class, and method A calls method B, which calls C which calls D,
>>>and an error occurs in D, either syntactically or otherwise, I would like to be
>>>able to recover to a usefull state.
>>>
>>>I generally use a properties called .bErrorOccured and .sErrmsg to indicate
>>>the error.
>>>
>>>But where do you go from there?
>>
>>Use try catch in the method A.