Here's a good one... I've got this code that basically fills a DataTable with some values retrieved from a SqlDataAdapter.  The whole thing is surrounded by try/catch blocks, log4net error logging, i.e. the works.
The application is terminating on the adapter.Fill(table) method.  No exceptions are thrown and I've verified the connection is open and the SQL is good before the call.  Has anyone experienced this yet?

           System.Data.SqlClient.SqlConnection con = null;
            System.Data.SqlClient.SqlDataAdapter adapter = null;
            System.Data.DataTable table = new System.Data.DataTable("RecoveryTestFeed");

            try
            {
                con = new System.Data.SqlClient.SqlConnection(dsn);
                con.Open();

                string sql = string.Format("{0} WHERE {1}", GetQueryStringByFieldName(dsn, strUserID), whereClause.Replace("WHERE", ""));

                adapter = new System.Data.SqlClient.SqlDataAdapter(sql, con);
                adapter.SelectCommand.CommandTimeout = dbTimeOut;

                debug("[SQL] {0}", sql);  // looks good upon inspection

// Application dies at this statement
                adapter.Fill(table);
...
}
catch(System.Exception sx)
{
// This area is never entered
   log.Error("", sx);
}
finally
{
   if(con != null) con.Close();
//The above statement isn't called either
}