I don't use setjmp() and longjmp() often, but sometimes I do; I use goto more often than those (but still not all the time). (I want goto in JavaScript too. I figured out a algorithm to do so, but have not implemented it.)

One use of setjmp/longjmp I have used is in ZORKMID, to deal with the debugger. At the beginning of the execute() function I have:

  while(setjmp(exception_buffer));

(The semicolon is correct; the loop body is supposed to be empty.) Normally, if you enter the debugger and then you exit the debugger to continue the execution, then it will continue from where it left off, which is likely in the middle of the execution of some instruction, and may result the same error again. But, if you change the program counter before continuing execution, then the debugger will keep track of that and will use longjmp instead when continuing execution, therefore skipping the rest of the instruction that stopped.