I have a Windows application written in C++ that occasionally evaporates. I use the word evaporate because there is nothing left behind: no \"we\'re sorry\" message from Window
All the other ideas posted are good.
But it also sounds like the application is calling abort() or terminate().
If you run it in the debugger set a breakpoint on both these methods and exit() just for good measure.
Here is a list of situations that will cause terminate to be called because of exceptions going wrong.
See also: Why destructor is not called on exception?
This shows that an application will terminate() if an exceptions is not caught. So stick a catch block in main() that reports the error (to a log file) then re-throw.
int main()
{
try
{
// Do your code here.
}
catch(...)
{
// Log Error;
throw; // re-throw the error for the de-bugger.
}
}