So basically a single transaction and then check @@Error after each statement as in...

BEGIN TRAN

UPDATE

IF @@ERROR <> 0 GOTO ERR_HANDLER

DELETE

IF @@ERROR <> 0 GOTO ERR_HANDLER

DESTROY WORLD

IF @@ERROR <> 0 GOTO ERR_HANDLER

INSERT

IF @@ERROR <> 0 GOTO ERR_HANDLER

COMMIT TRAN

RETURN 0

ERR_HANDLER:

KILL KENNY

ROLLBACK

RETURN 1