What is the list of exceptions that CAN\'T be caught in .NET? Or where can I find such a list?
Any exception that you can't reference by type because of accessibility can't be explicitly caught, but can be caught using the base Exception type.
For example, a ContractException in the code contracts framework is purposely made internal to its assembly so that you can't try to catch it explicitly.
SEHException can't be caught in some cases. It can be thrown by unmanaged code. A great SO thread on this topic appears here: SEHException not caught by Try/Catch