Try/catch does not seem to have an effect

If you want try/catch to work for all errors (not just the terminating errors) you can manually make all errors terminating by setting the ErrorActionPreference.

try {

   $ErrorActionPreference = "Stop"; #Make all errors terminating
   get-item filethatdoesntexist; # normally non-terminating
   write-host "You won't hit me";  
} catch{
   Write-Host "Caught the exception";
   Write-Host $Error[0].Exception;
}finally{
   $ErrorActionPreference = "Continue"; #Reset the error action pref to default
}

Alternatively... you can make your own try/catch function that accepts scriptblocks so that your try/catch calls are not as kludge. I have mine return true/false just in case I need to check if there was an error... but it doesn't have to. Also, exception logging is optional, and can be taken care of in the catch, but I found myself always calling the logging function in the catch block, so I added it to the try/catch function.

function log([System.String] $text){write-host $text;}

function logException{
    log "Logging current exception.";
    log $Error[0].Exception;
}


function mytrycatch ([System.Management.Automation.ScriptBlock] $try,
                    [System.Management.Automation.ScriptBlock] $catch,
                    [System.Management.Automation.ScriptBlock]  $finally = $({})){

    

# Make all errors terminating exceptions.
    $ErrorActionPreference = "Stop";
    
    # Set the trap
    trap [System.Exception]{
        # Log the exception.
        logException;
        
        # Execute the catch statement
        & $catch;
        
        # Execute the finally statement
        & $finally
        
        # There was an exception, return false
        return $false;
    }
    
    # Execute the scriptblock
    & $try;
    
    # Execute the finally statement
    & $finally
    
    # The following statement was hit.. so there were no errors with the scriptblock
    return $true;
}


#execute your own try catch
mytrycatch {
        gi filethatdoesnotexist; #normally non-terminating
        write-host "You won't hit me."
    } {
        Write-Host "Caught the exception";
    }

I was able to duplicate your result when trying to run a remote WMI query. The exception thrown is not caught by the Try/Catch, nor will a Trap catch it, since it is not a "terminating error". In PowerShell, there are terminating errors and non-terminating errors . It appears that Try/Catch/Finally and Trap only works with terminating errors.

It is logged to the $error automatic variable and you can test for these type of non-terminating errors by looking at the $? automatic variable, which will let you know if the last operation succeeded ($true) or failed ($false).

From the appearance of the error generated, it appears that the error is returned and not wrapped in a catchable exception. Below is a trace of the error generated.

PS C:\scripts\PowerShell> Trace-Command -Name errorrecord  -Expression {Get-WmiObject win32_bios -ComputerName HostThatIsNotThere}  -PSHost
DEBUG: InternalCommand Information: 0 :  Constructor Enter Ctor
Microsoft.PowerShell.Commands.GetWmiObjectCommand: 25857563
DEBUG: InternalCommand Information: 0 :  Constructor Leave Ctor
Microsoft.PowerShell.Commands.GetWmiObjectCommand: 25857563
DEBUG: ErrorRecord Information: 0 :  Constructor Enter Ctor
System.Management.Automation.ErrorRecord: 19621801 exception =
System.Runtime.InteropServices.COMException (0x800706BA): The RPC
server is unavailable. (Exception from HRESULT: 0x800706BA)
   at
System.Runtime.InteropServices.Marshal.ThrowExceptionForHRInternal(Int32 errorCode, IntPtr errorInfo)
   at System.Management.ManagementScope.InitializeGuts(Object o)
   at System.Management.ManagementScope.Initialize()
   at System.Management.ManagementObjectSearcher.Initialize()
   at System.Management.ManagementObjectSearcher.Get()
   at Microsoft.PowerShell.Commands.GetWmiObjectCommand.BeginProcessing()
errorId = GetWMICOMException errorCategory = InvalidOperation
targetObject =
DEBUG: ErrorRecord Information: 0 :  Constructor Leave Ctor
System.Management.Automation.ErrorRecord: 19621801

A work around for your code could be:

try
{
    $colItems = get-wmiobject -class "Win32_PhysicalMemory" -namespace "root\CIMV2" -computername $strComputerName -Credential $credentials
    if ($?)
    {
      foreach ($objItem in $colItems) 
      {
          write-host "Bank Label: " $objItem.BankLabel
          write-host "Capacity: " ($objItem.Capacity / 1024 / 1024)
          write-host "Caption: " $objItem.Caption
          write-host "Creation Class Name: " $objItem.CreationClassName      
          write-host
      }
    }
    else
    {
       throw $error[0].Exception
    }