Using and returning output in C macro

I'm trying to instrument some code to catch and print error messages. Currently I'm using a macro somethng like this:

#define my_function(x) \
  switch(function(x)) { \
    case ERROR: \
      fprintf(stderr, "Error!\n"); \
      break; \
  }

Normally, I never capture the function output and this works fine. But I've found a couple cases where I also need the return value of function(). I tried something like the following, but this produces a syntax error.

#define my_function(x) \
  do { \
    int __err = function(x); \
    switch(__err) { \
      case ERROR: \
        fprintf(stderr, "Error!\n"); \
        break; \
    } \
    __err; \
  } while(0)

I could declare a global variable to hold the return value of the function, but that looks ugly and my program is multithreaded, so that's likely to cause problems. I'm hoping there's a better solution out there.