Recently, I work on a video player program on Windows for a CCTV program. As the program has to decode and play many videos streams at the same time, I think it might meet
Depends on the app you write. Of course you always need to check the return value of malloc(). However, handling OOM gracefully only makes sense in very cases, such as low-level crucial system services, or when writing a library that might be used be them. Having a malloc wrapper that aborts on OOM is hence very common in many apps and frameworks. Often those wrappers are named xmalloc() or similar.
GLib's g_malloc() is aborting, too.