example.py

class Iter(object):
    def __init__(self, iterable):
        self.iterable = iterable
        self.closed = False

    def __iter__(self):
        try:
            for chunk in self.iterable:
                yield chunk
        finally:
            self.closed = True

iter = Iter(range(5))
try:
    for i in iter:
        raise IOError()
except IOError:
    pass

assert iter.closed is True

Rather than calling gc.collect which does not really guarantee that all garbage will be collected, you want to restructure things so that you manage resources in your main routine rather than the generator coroutine:

import contextlib


class FileLikeObject(object):
    def __init__(self):
        self.iter = [b"foo", b"bar", b"baz"]
        self.closed = False

    def __iter__(self):
        for i in self.iter:
            yield i

    def close(self):
        self.closed = True


class Iter(object):
    def __init__(self, iterable):
        self.iterable = iterable

    def __iter__(self):
        with contextlib.closing(self.iterable):
            for chunk in self.iterable:
                yield chunk


f = FileLikeObject()
with contextlib.closing(f):
    for i in Iter(f):
        break

assert f.closed is True

Otherwise you need to ensure that you explicitly close all generators:

import contextlib


class FileLikeObject(object):
    def __init__(self):
        self.iter = [b"foo", b"bar", b"baz"]
        self.closed = False

    def __iter__(self):
        for i in self.iter:
            yield i

    def close(self):
        self.closed = True


class Iter(object):
    def __init__(self):
        self.iterable = FileLikeObject()

    def __iter__(self):
        with contextlib.closing(self.iterable):
            for chunk in self.iterable:
                yield chunk


it = Iter()
iter_it = iter(it)
with contextlib.closing(iter_it):
    try:
        for i in iter_it:
            raise IOError()
    except IOError:
        pass

assert it.iterable.closed is True