CompilerExceptionSupport
http://www.codesourcery.com/cxx-abi/abi-eh.html: Itanium ABI (good base for C++ ABI)
http://www.codeproject.com/cpp/exceptionhandler.asp: VC++ specific explanations
http://www.microsoft.com/msj/0197/Exception/Exception.aspx: Win32 structured exception handling (SEH)
USPTO patent #5,628,016 Patent held by Borland on compiler support for SEH
http://www.winehq.org/hypermail/wine-devel/2005/05/0186.html: Idea for improved Wine exception macros
http://reactos.csh-consult.dk/index.php?page=gccseh: patches for
http://gcc.gnu.org/wiki/WindowsGCCImprovements: GCC Wikipage about SEH
Notes
Note that, on x86, VC++ and most other PC compilers use a stack-based unwinding and handling mechanism known as SEH, common to OS/2, Windows and Windows NT and described in detail in a famous MSJ article (SEH link above).
GCC and most other UNIX compilers, instead, use the same table-based mechanism that is the rule on RISC architectures on x86 too. Also note that any use of stack-based SEH may or may not be covered by the Borland patent. SEH on RISC architectures is table-based, thus unaffected by the patent.

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