Transactions
Let's say you have a managed stored procedure called SampleSP that has the following code:

C#
// as usual, connection strings shouldn't be 
// hardcoded for production code
using(SqlConnection conn = new
 SqlConnection("server=MyServer;
 database=AdventureWorks; 
 user id=MyUser; password=MyPassword")) {
  conn.Open();
// insert a hardcoded row for this sample
  SqlCommand cmd = new SqlCommand
   ("INSERT INTO HumanResources.
   Department " + "(Name, GroupName)
   VALUES ('Databases', 'IT'); SELECT 
   SCOPE_IDENTITY()", conn);
  outputId = (int)cmd.ExecuteScalar();
}
Visual Basic .NET
Dim cmd as SqlCommand
' as usual, connection strings shouldn't be
' hardcoded for production code
Using conn As New SqlConnection( _
  "server=MyServer;
  database=AdventureWorks; 
  user id=MyUser; password=MyPassword")
  conn.Open()
' insert a hardcoded row for this sample
  cmd = New SqlCommand("INSERT INTO
   HumanResources.Department " _ &
   "(Name, GroupName) VALUES
   ('Databases', 'IT'); SELECT SCOPE_
   IDENTITY()", conn)
  outputId = CType(cmd.ExecuteScalar(),
   Integer)
End Using

What happens if you do this in T-SQL?

BEGIN TRAN
DECLARE @id INT
-- create a new department and get its ID
EXEC SampleSP @id OUTPUT
-- move employees from department 1 to the new department
UPDATE Employees SET DepartmentID = @id WHERE DepartmentID = @id
-- now undo the entire operation
ROLLBACK