[SalesForce] Apex transaction

It's not a complete answer but you can always rollback dml operations yourself:

System.Savepoint sp = Database.setSavepoint();
try {
    //all you anonymous code
} catch(DmlException e) {
    System.debug('DmlException='+e);
} finally {
    Database.rollback(sp);
}

You will still have the problem of callouts and emails being sent, but if these are not a factor it will be sufficient

As long as the transaction completes successfully, any DML operations that completed successfully will remain so. Usually, this means that a developer did something like this:

try {
  ...
  insert firstList;
  ...
  insert secondList;
  ...
} catch(Exception e) {
  System.debug(e.getMessage());
}

Since they caught the exception, the transaction completed successfully; if firstList completed okay but secondList threw an exception, then this pattern would result in a partial transaction like you describe.

The general rule is that you should not do this; always roll back the transaction if you want to use try-catch atomically, or don't catch the exception.

The general pattern for rollback is like this:

Database.SavePoint sp = Database.setSavePoint();
try {
  ...
  insert firstList;
  ...
  insert secondList;
  ...
} catch(Exception e) {
  Database.rollback(sp);
  ApexPages.addMessages(e);
}

This will prevent partial changes from being saved. Alternatively, don't use try-catch at all, but be aware that if you do this in a Visualforce page, it can result in a loss of "view state" when the page crashes, meaning the users won't have an opportunity to correct the error(s).