Back in 1996, Tom Christiansen's celebrated "Csh Programming Considered Harmful" post showed how it can be done even in humble /bin/sh (but not in csh, of course ;-) as follows:

Consider the pipeline:

    A | B | C
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You want to know the status of C, well, that's easy: it's in $?, or $status in csh. But if you want it from A, you're out of luck -- if you're in the csh, that is. In the Bourne shell, you can get it, although doing so is a bit tricky. Here's something I had to do where I ran dd's stderr into a grep -v pipe to get rid of the records in/out noise, but had to return the dd's exit status, not the grep's:

    device=/dev/rmt8
    dd_noise='^[0-9]+\+[0-9]+ records (in|out)$'
    exec 3>&1
    status=`((dd if=$device ibs=64k 2>&1 1>&3 3>&- 4>&-; echo $? >&4) 
+|
        egrep -v "$dd_noise" 1>&2 3>&- 4>&-) 4>&1`
    exit $status;
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Update: Please note that the above block quoted text is a direct quote from Tom Christiansen's post.