Just about everyone uses them, but many, including me simply take it for granted that they just work.
I am looking for high-quality material. Languages I use are: Ja
Here is a common way C++ exceptions are implemented:
http://www.codesourcery.com/public/cxx-abi/abi-eh.html
It is for the Itanium architecture, but the implementation described here is used in other architectures as well. Note that it is a long document, since C++ exceptions are complicated.
Here is a good description on how LLVM implements exceptions:
http://llvm.org/docs/ExceptionHandling.html
Since LLVM is meant to be a common intermediate representation for many runtimes, the mechanisms described can be applied to many languages.