Trying to catch OutOfMemoryException or StackOverflowException - those lead to a shutdown of the runtime, hence to way to catch them from within the same Process (or even from the CLR as a whole?)
OutOfMemoryException: The exception that is thrown when there is not enough memory to continue the execution of a program.
"Starting with the .NET Framework version 2.0, a StackOverflowException object cannot be caught by a try-catch block and the corresponding process is terminated by default. Consequently, users are advised to write their code to detect and prevent a stack overflow."