Silent crash in Windows -- what can cause it?

[Don Clugston]

I have a multi-threaded Windows app. Occasionally, it crashes silently: the GUI 
abruptly disappears, no "blue screen of death" or equivalent. Some of the worker 
threads (created in DLLs) continue to run, and the DLLs remain loaded.
This is not a D issue in this case (it's a C++ app), yet I've seen this 
behaviour in D in the past.
I know that uncaught Windows Structured Exceptions can cause this type of crash; 
calling exit(1) does the same thing.
Is there anything else which can do this?

I've been fighting this bug for days; I've never had so much trouble with a bug 
before. Any tips would be greatly appreciated.