Question

In general, I just want to be able to do this:

begin transaction
begin transaction
select 'x'
rollback
rollback

The reason is, I have a stored proc with code like this:

begin transaction

--Do stuff

If(problem)
begin 
    rollback
end else begin
    commit
end

It works just like I want it to, but I want to test it by doing this:

begin transaction
exec MyStoredProc
rollback

When the stored proc executes a rollback it seems to close both transactions, and then my rollback outside the stored proc fails.

Answer 1

There is no such thing as an autonomous transaction in SQL Server. Nesting transactions serves to increase @@TRANCOUNT, but that’s about it. As @marc_s suggested in his comment, ROLLBACK does not apply solely to the current transaction scope/level, it applies to the whole thing.

This request was rejected in 2008:

http://connect.microsoft.com/SQLServer/feedback/details/324569/add-support-for-true-nested-transactions

However, this request is still active – so maybe there is hope:

http://connect.microsoft.com/SQLServer/feedback/details/296870/add-support-for-autonomous-transactions

As for your outer rollback failing, you can always check for this first instead of doing it blindly, e.g.:

IF @@TRANCOUNT > 0
  ROLLBACK TRANSACTION;