if a > 0 then
    print_endline "a > 0" ;
    match a with
      | 0 -> print_endline "impossible"
      | 2 ->
        match b with
          | 0 -> print_endline "2, 0"
          | _ -> print_endline "2, not 0"
      | 3 -> print_endline "3, something"
      | _ -> print_endline "something, something"
  ;
  print_endline "done"

OPAM saves lives, that's true, but one still wishes there was a nice library of standard data structures; I use Batteries, which inherit the inconsistency of the standard library (for the sake of compatibility), the other real alternative is Core, which is undocumented.