What should I know about Structured Exceptions (SEH) in C++?

Question

What important points about Structured Exceptions should every C++ developer know?

Answer 1

An important point is knowing when to use SEH and when to use standard C++ exceptions. First, choose only one system – mixing systems tends to be problematic, requiring a deep understanding of both to implement well. Second, at a high level, SEH is not limited to C++, while standard C++ exceptions are not limited to Windows. If this does not dictate your decision, choose standard exceptions unless they are inadequate (see the other answers for more details about what SEH can do).

A quote from Microsoft's documentation (dated 08/13/2018) supports this conclusion.

Structured exception handling (SEH) is a Microsoft extension to C to handle certain exceptional code situations, such as hardware faults, gracefully. Although Windows and Microsoft C++ support SEH, we recommend that you use ISO-standard C++ exception handling because it makes your code more portable and flexible. Nevertheless, to maintain existing code or for particular kinds of programs, you still might have to use SEH.

Why would the author of an extension recommend it not be used in most cases? Presumably because the extension was written for C and the current context is C++. The languages are similar, so porting SEH to C++ as a side-benefit was probably easy enough, even though only "particular kinds of programs" would truly benefit. (Or possibly some other reason; maybe the porting was started before C++ was standardized. History gets convoluted.)