The goto-less goto!

My favorite is a variant of alternative 2.

{
  ...
  DoInit();
  status=DoAllActions();
  DoCleanup(status);
  ...
}

int DoAllActions()
{
   if (condition1_fails)
      return status1;
   ...
   if (condition2_fails)
      return status2;
   ...
   if(conditionN_fails)
      return statusN;
   PerformActionOnAllSuccess();
   return statusSUCCESS;
}

DoCleanup(status)
{
 if(status==statusSUCCESS)
   DoNormalCleanup();
 else
   DoFailedCleanup();
}

Avoiding retuns or additional functions, I would write the following code:

{
   if(condition1_fails)
      status=status1;
   else if(condition2_fails)
      status=status2;
   ...
   else if(conditionN_fails)
      status=statusN;
   else
   {
      PerformActionOnAllSuccess();
      status=statusSUCCESS;
   }
   if(status==statusSUCCESS)
     DoNormalCleanup();
   else
     DoFailedCleanup();
}

This form of "else if" is like a case-statement, but much more flexible because you can replace ConditionN by a function-call instead of testing only one value. This untypical arranging of if and else makes clear what the programmer wanted. But often, you have to do a lot of work between the tests which cannot be put into a single function so the first variant is the best and most flexible, I think.