The goto-less goto!

Use C++ exceptions:

try
{
   if (condition1_fails) throw 1;
   ...
   if (condition2_fails) throw 2;
   ...
   ...
   if (conditionN_fails) throw N;

   PerformActionOnAllSuccess();
   DoNormalCleanup();
}
catch (int condition)
{
   printf("The condition %d fails!\n", condition);
   DoFailedCleanup();
}

This way you have the overhead of the C++ exeption handling mechanism, but you'll have more control on what to do: you can for instance throw different exception types depending on the failed condition and catch them on different catch blocks.