As expected, the official documentation has the answer.

On this page, you'll find the base exceptions, and the concrete exceptions as well, sorted by category. You'll find at section 5.4. Exception hierarchy an inheritance tree displaying the hierarchy between built-in exceptions.

The most interesting point certainly is that every exception extends BaseException, and that a custom exception should in most cases inherit from Exception.

Here is the exceptions hierarchy tree:

BaseException
 +-- SystemExit
 +-- KeyboardInterrupt
 +-- GeneratorExit
 +-- Exception
      +-- StopIteration
      +-- StopAsyncIteration
      +-- ArithmeticError
      |    +-- FloatingPointError
      |    +-- OverflowError
      |    +-- ZeroDivisionError
      +-- AssertionError
      +-- AttributeError
      +-- BufferError
      +-- EOFError
      +-- ImportError
      |    +-- ModuleNotFoundError
      +-- LookupError
      |    +-- IndexError
      |    +-- KeyError
      +-- MemoryError
      +-- NameError
      |    +-- UnboundLocalError
      +-- OSError
      |    +-- BlockingIOError
      |    +-- ChildProcessError
      |    +-- ConnectionError
      |    |    +-- BrokenPipeError
      |    |    +-- ConnectionAbortedError
      |    |    +-- ConnectionRefusedError
      |    |    +-- ConnectionResetError
      |    +-- FileExistsError
      |    +-- FileNotFoundError
      |    +-- InterruptedError
      |    +-- IsADirectoryError
      |    +-- NotADirectoryError
      |    +-- PermissionError
      |    +-- ProcessLookupError
      |    +-- TimeoutError
      +-- ReferenceError
      +-- RuntimeError
      |    +-- NotImplementedError
      |    +-- RecursionError
      +-- SyntaxError
      |    +-- IndentationError
      |         +-- TabError
      +-- SystemError
      +-- TypeError
      +-- ValueError
      |    +-- UnicodeError
      |         +-- UnicodeDecodeError
      |         +-- UnicodeEncodeError
      |         +-- UnicodeTranslateError
      +-- Warning
           +-- DeprecationWarning
           +-- PendingDeprecationWarning
           +-- RuntimeWarning
           +-- SyntaxWarning
           +-- UserWarning
           +-- FutureWarning
           +-- ImportWarning
           +-- UnicodeWarning
           +-- BytesWarning
           +-- ResourceWarning

Typically you'd do this with a pair of dicts - one mapping error codes to messages, and then another one (often programmatically generated) with the reverse mapping.

error_codes_to_messages = {
   1: 'foo',
   2: 'bar',
   3: 'baz',
}

error_messages_to_codes = dict(
    (v,k) for k,v in error_codes_to_messages.iteritems()
)

Then you can do lookups with []:

print error_codes_to_messages[2]
print error_messages_to_codes['foo']

To amplify Messa, catch what you expect are failure modes that you know how to recover from. Ian Bicking wrote an article that addresses some of the overarching principles as does Eli Bendersky's note.

The problem with the sample code is that it is not handling errors, just prettifying them and discarding them. Your code does not "know" what to do with a NameError and there isn't much it should do other than pass it up, look at Bicking's re-raise if you feel you must add detail.

IOError and OSError are reasonably "expectable" for a shutil.move but not necessarily handleable. And the caller of your function wanted it to move a file and may itself break if that "contract" that Eli writes of is broken.

Catch what you can fix, adorn and re-raise what you expect but can't fix, and let the caller deal with what you didn't expect, even if the code that "deals" is seven levels up the stack in main.