Call-by-name lambda-mu-calculus was proved observationally incomplete by David and Py. Still, Saurin showed that an apparently inoffensive extension of the reduction rules allows to recover Böhm completeness back. We show that this extension corresponds to adding a simple form of exception handler that is commonly called control delimiter. Control operators with delimiters have been studied by Felleisen and by Danvy and Filinski. Typically, Filinski showed that all concrete monads (e.g. references, exceptions, non-determinism, ...) are expressible in call-by-value lambda-calculus with delimited control. This result translates to the case of call-by-value lambda-mu-calculus and suggests that side-effects could be smoothly integrated to the Curry-Howard correspondence.