This only works if you can do it consistently, but here is how to nest transactions and limit the rollback scope so that it matches that of e.g. a procedure:

    begin tran
    save tran the_procedure_name
    
    --modify stuff

    if ... error ... begin
        rollback tran the_procedure_name
        commit tran
        return 1
    end
 
    --success   
 
    commit tran
    
    return 0
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You start with beginning a transaction and immediately saving the transaction to a named savepoint. I've asked around and this doesn't seem to incur very much overhead.

If everything works okay, just commit once to end the outermost transaction.

If anything goes wrong, first rollback to the named savepoint, then commit the transaction (to make sure it's nested properly).

/J