Edit in JSFiddle

var steps;

function start() {
    var def = new dojo.Deferred();
    setTimeout(dojo.partial(_timeout, def), 0);
    return def;
}

function _timeout(def) {
    var next = new dojo.Deferred();
    var id = steps.shift();
    if (id === undefined) {
        return;
    }
    _log(id + ' timer fired', 'timer');
    if (dojo.attr(id, 'checked')) {
        _log('invoking ' + id + ' callback', 'timer');
        def.callback(next);
    setTimeout(dojo.partial(_timeout, next), 0);
    } else {
        _log('invoking ' + id + ' errback', 'timer');
        def.errback(new Error('failed ' + id));
    }
}

function _log(text, cls) {
    dojo.create('p', {
        innerHTML: text,
        className: cls
    }, dojo.byId('log'));
}

function run_errback_on_every_step() {
    steps = ['first', 'second', 'third'];
    dojo.empty('log');
    
    start().then(function(next) {
        _log('first callback', 'callback');
        return next;
    }, function(err) {
        _log('first errback', 'errback');
        throw err;
    }).then(function(next) {
        _log('second callback', 'callback');
        return next;
    }, function(err) {
        _log('second errback', 'errback');
        throw err;
    }).then(function(next) {
        _log('third callback', 'callback');
        return next;
    }, function(err) {
        _log('third errback', 'errback');
        throw err;
    });
}

function run_errback_on_last_step() {
    steps = ['first', 'second', 'third'];
    dojo.empty('log');
    
    start().then(function(next) {
        _log('first callback', 'callback');
        return next;
    }).then(function(next) {
        _log('second callback', 'callback');
        return next;
    }).then(function(next) {
        _log('third callback', 'callback');
        return next;
    }, function(err) {
        _log('only errback', 'errback');
    });    
}

<input type="checkbox" id="first" checked /> First step succeeds?<br/>
<input type="checkbox" id="second" checked /> Second step succeeds?<br/>
<input type="checkbox" id="third" checked /> Third step succeeds?<br/>
<button onclick="run_errback_on_every_step();">Run with error handler throwing on each step</button><br />
<button onclick="run_errback_on_last_step();">Run with error handler on last step only</button>

<div id="log"></div>

.callback {
    color: green;
}

.errback {
    color: red;
}