Any good automation tool should have a setting that allows you to stop on error, log warning on error, or ignore error. If your test suite is built such that the scripts are independent and can be run in any order, you can set the tool to log a warning on error and continue. If your scripts are built and ordered such that one sets the state for the next, you're stuck with stopping as soon as the first error is encountered or you risk having the system in an unknown or unready state for the scripts following the failure.
If you must perform setup for a particular script, you might consider performing the setup & teardown either in separate scripts wrapping the desired check script and setting that trio as a separate suite. The benefit is that you will get more of your scripts running in a single session. The downside is that if there is an error in the setup script your check script will still not run.