diff --git a/dlls/kernel32/console.c b/dlls/kernel32/console.c
index b14b9c028df..1d86f8a1e67 100644
--- a/dlls/kernel32/console.c
+++ b/dlls/kernel32/console.c
@@ -1642,9 +1642,9 @@ BOOL WINAPI SetConsoleCtrlHandler(PHANDLER_ROUTINE func, BOOL add)
     return ret;
 }
 
-static WINE_EXCEPTION_FILTER(CONSOLE_CtrlEventHandler)
+static LONG WINAPI CONSOLE_CtrlEventHandler(EXCEPTION_POINTERS *eptr)
 {
-    TRACE("(%x)\n", GetExceptionCode());
+    TRACE("(%x)\n", eptr->ExceptionRecord->ExceptionCode);
     return EXCEPTION_EXECUTE_HANDLER;
 }
 
diff --git a/dlls/ole32/moniker.c b/dlls/ole32/moniker.c
index cc83d95b59e..b1918213f9a 100644
--- a/dlls/ole32/moniker.c
+++ b/dlls/ole32/moniker.c
@@ -53,9 +53,9 @@ WINE_DEFAULT_DEBUG_CHANNEL(ole);
  * constant is (http://msdn2.microsoft.com/en-us/library/ms693773.aspx) */
 #define MAX_COMPARISON_DATA 2048
 
-static LONG WINAPI rpc_filter(EXCEPTION_POINTERS *__eptr)
+static LONG WINAPI rpc_filter(EXCEPTION_POINTERS *eptr)
 {
-    switch (GetExceptionCode())
+    switch (eptr->ExceptionRecord->ExceptionCode)
     {
     case EXCEPTION_ACCESS_VIOLATION:
     case EXCEPTION_ILLEGAL_INSTRUCTION:
diff --git a/dlls/rpcrt4/cstub.c b/dlls/rpcrt4/cstub.c
index cd07c297390..b416a10bd69 100644
--- a/dlls/rpcrt4/cstub.c
+++ b/dlls/rpcrt4/cstub.c
@@ -39,9 +39,9 @@ WINE_DEFAULT_DEBUG_CHANNEL(ole);
 
 #define STUB_HEADER(This) (((const CInterfaceStubHeader*)((This)->lpVtbl))[-1])
 
-static WINE_EXCEPTION_FILTER(stub_filter)
+static LONG WINAPI stub_filter(EXCEPTION_POINTERS *eptr)
 {
-    if (GetExceptionInformation()->ExceptionRecord->ExceptionFlags & EXCEPTION_NONCONTINUABLE)
+    if (eptr->ExceptionRecord->ExceptionFlags & EXCEPTION_NONCONTINUABLE)
         return EXCEPTION_CONTINUE_SEARCH;
     return EXCEPTION_EXECUTE_HANDLER;
 }
diff --git a/dlls/rpcrt4/rpc_server.c b/dlls/rpcrt4/rpc_server.c
index 9ffec507226..5404259c2c7 100644
--- a/dlls/rpcrt4/rpc_server.c
+++ b/dlls/rpcrt4/rpc_server.c
@@ -153,14 +153,6 @@ static void RPCRT4_release_server_interface(RpcServerInterface *sif)
   }
 }
 
-static WINE_EXCEPTION_FILTER(rpc_filter)
-{
-  WARN("exception caught with code 0x%08x = %d\n", GetExceptionCode(), GetExceptionCode());
-  TRACE("returning failure packet\n");
-  /* catch every exception */
-  return EXCEPTION_EXECUTE_HANDLER;
-}
-
 static RPC_STATUS process_bind_packet(RpcConnection *conn, RpcPktBindHdr *hdr, RPC_MESSAGE *msg)
 {
   RPC_STATUS status;
@@ -294,7 +286,8 @@ static RPC_STATUS process_request_packet(RpcConnection *conn, RpcPktRequestHdr *
   RPCRT4_SetThreadCurrentCallHandle(msg->Handle);
   __TRY {
     if (func) func(msg);
-  } __EXCEPT(rpc_filter) {
+  } __EXCEPT(NULL) {
+    WARN("exception caught with code 0x%08x = %d\n", GetExceptionCode(), GetExceptionCode());
     exception = TRUE;
     if (GetExceptionCode() == STATUS_ACCESS_VIOLATION)
       status = ERROR_NOACCESS;
diff --git a/dlls/winedos/dosvm.c b/dlls/winedos/dosvm.c
index 2d1b915210a..51e8e568e7e 100644
--- a/dlls/winedos/dosvm.c
+++ b/dlls/winedos/dosvm.c
@@ -521,10 +521,10 @@ DWORD WINAPI DOSVM_Loop( HANDLE hThread )
   }
 }
 
-static WINE_EXCEPTION_FILTER(exception_handler)
+static LONG WINAPI exception_handler(EXCEPTION_POINTERS *eptr)
 {
-  EXCEPTION_RECORD *rec = GetExceptionInformation()->ExceptionRecord;
-  CONTEXT *context = GetExceptionInformation()->ContextRecord;
+  EXCEPTION_RECORD *rec = eptr->ExceptionRecord;
+  CONTEXT *context = eptr->ContextRecord;
   int arg = rec->ExceptionInformation[0];
   BOOL ret;
 
diff --git a/dlls/winedos/int31.c b/dlls/winedos/int31.c
index dc7351ce5a4..b1dfe4b3dba 100644
--- a/dlls/winedos/int31.c
+++ b/dlls/winedos/int31.c
@@ -108,11 +108,11 @@ static WORD alloc_pm_selector( WORD seg, unsigned char flags )
  * Handle EXCEPTION_VM86_STI exceptions generated
  * when there are pending asynchronous events.
  */
-static WINE_EXCEPTION_FILTER(dpmi_exception_handler)
+static LONG WINAPI dpmi_exception_handler(EXCEPTION_POINTERS *eptr)
 {
 #ifdef __i386__
-    EXCEPTION_RECORD *rec = GetExceptionInformation()->ExceptionRecord;
-    CONTEXT *context = GetExceptionInformation()->ContextRecord;
+    EXCEPTION_RECORD *rec = eptr->ExceptionRecord;
+    CONTEXT *context = eptr->ContextRecord;
 
     if (rec->ExceptionCode == EXCEPTION_VM86_STI)
     {
diff --git a/include/wine/exception.h b/include/wine/exception.h
index adf892694c7..10b6c90fc87 100644
--- a/include/wine/exception.h
+++ b/include/wine/exception.h
@@ -126,9 +126,6 @@ typedef void (CALLBACK *__WINE_FINALLY)(BOOL);
 /* convenience handler for page fault exceptions */
 #define __EXCEPT_PAGE_FAULT __EXCEPT( (__WINE_FILTER)1 )
 
-#define WINE_EXCEPTION_FILTER(func) LONG WINAPI func( EXCEPTION_POINTERS *__eptr )
-#define WINE_FINALLY_FUNC(func) void WINAPI func( BOOL __normal )
-
 #define GetExceptionInformation() (__eptr)
 #define GetExceptionCode()        (__eptr->ExceptionRecord->ExceptionCode)
 #define AbnormalTermination()     (!__normal)
diff --git a/programs/explorer/hal.c b/programs/explorer/hal.c
index 38b0523a58f..df31c6b9a50 100644
--- a/programs/explorer/hal.c
+++ b/programs/explorer/hal.c
@@ -102,9 +102,10 @@ failed:
     return FALSE;
 }
 
-static WINE_EXCEPTION_FILTER(assert_fault)
+static LONG WINAPI assert_fault(EXCEPTION_POINTERS *eptr)
 {
-    if (GetExceptionCode() == EXCEPTION_WINE_ASSERTION) return EXCEPTION_EXECUTE_HANDLER;
+    if (eptr->ExceptionRecord->ExceptionCode == EXCEPTION_WINE_ASSERTION)
+        return EXCEPTION_EXECUTE_HANDLER;
     return EXCEPTION_CONTINUE_SEARCH;
 }
 
diff --git a/programs/winedbg/dbg.y b/programs/winedbg/dbg.y
index 4679986966a..70bc66f0574 100644
--- a/programs/winedbg/dbg.y
+++ b/programs/winedbg/dbg.y
@@ -401,9 +401,9 @@ lvalue:
 
 %%
 
-static WINE_EXCEPTION_FILTER(wine_dbg_cmd)
+static LONG WINAPI wine_dbg_cmd(EXCEPTION_POINTERS *eptr)
 {
-    switch (GetExceptionCode())
+    switch (eptr->ExceptionRecord->ExceptionCode)
     {
     case DEBUG_STATUS_INTERNAL_ERROR:
         dbg_printf("\nWineDbg internal error\n");
@@ -436,7 +436,7 @@ static WINE_EXCEPTION_FILTER(wine_dbg_cmd)
         dbg_interrupt_debuggee();
         return EXCEPTION_CONTINUE_EXECUTION;
     default:
-        dbg_printf("\nException %x\n", GetExceptionCode());
+        dbg_printf("\nException %x\n", eptr->ExceptionRecord->ExceptionCode);
         break;
     }