As mentioned above
Application.Current.DispatcherUnhandledException will not catch
exceptions that are thrown from another thread then the main thread.
That actual depend on how the thread was created
One case that is not handled by Application.Current.DispatcherUnhandledException is System.Windows.Forms.Timer for which Application.ThreadException can be used to handle these
if you run Forms on other threads than the main thread you will need to set Application.ThreadException from each such thread
