I actually found a non-obfuscated, non-golfed Sudoku solver in C++ once that used a similar technique; recurse, and then throw an exception for any branch that didn't pan out. There were exceptions at multiple levels, each being caught to wipe out branches. Worked pretty well, though I could faintly hear Dijkstra moaning when I ran it.

I wish I could find and link to it now. It was interesting.