You create an Interruptible Activity Region as one variant of a Region (the other is an Expansion Region).

In an Activity diagram, an Interruptible Activity Region surrounds a group of Activity elements, all affected by certain interrupts in such a way that all tokens passing within the region are terminated should the interruption(s) be raised. Any processing occurring within the bounds of an Interruptible Activity Region is terminated when a flow is instigated across an interrupt flow to an external element. 

The example below illustrates that an order cancellation kills any processing of the order at the receipt, filling or shipping stage. 

See UML Superstructure Specification, v2.0, figure 260, p. 338.

To create an Interruptible Activity Region, click on this Add an Interruptible Activity Region link.

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OMG UML Specification

The OMG UML specification (UML Superstructure Specification, v2.0, p. 337) states:

"An interruptible region contains activity nodes. When a token leaves an interruptible region via edges designated by the region as interrupting edges, all tokens and behaviors in the region are terminated."