Yesterday I managed to crash vstesthost.exe, the program that runs Visual Studio Unit Tests when you press Ctrl+Shift+X. A few tests in my suite would run and pass, then BAM, fatal error. I ran the tests again, this time in debug mode and the tests broke into the debugger with a StackOverflowException, due to a poorly implemented interface in a mock object.
According to some searching, some exceptions including StackOverflowException, just cannot be caught in .NET 2.0 and I'm not sure it would be smart to try. Unfortunately when it happens in testing, the whole suite fails. In my case, I was able to pave over my mistake in the code and move on with my life.
The vstesthost crashing problem also happens when an exception is through on a secondary thread though. Testing asynchronous UI or background processing code could also kill the process when any exceptions occur, and these might be expected exceptions for a particular tests.
I haven't needed to use it yet, but there is a workaround to avoid the whole test suite falling over. It involves editing the vstesthost.exe.config file to enable the legacy unhandled exception policy as used by the earlier CLR versions. You will need to be careful to synchronise your threads though to ensure any exceptions are assigned to the correct test in the results.