equivalent of Python's "with" in Ruby

In Python, the with statement is used to make sure that clean-up code always gets called, regardless of exceptions being thrown or function calls returning. For example:

with open("temp.txt", "w") as f:
    f.write("hi")
    raise ValueError("spitespite")

Here, the file is closed, even though an exception was raised. A better explanation is here.

Is there an equivalent for this construct in Ruby? Or can you code one up, since Ruby has continuations?