How to capture unhandled exceptions on Windows Services?

Question

I use AppDomain.UnhandledException Event to capture unhandled exceptions on WPF, Console and WinForms apps.

But the same code isn't working on Windows Services. What should I do?

Answer 1

See my answer added to the linked SO question.

There are a number of places in your service code where a thrown exception will not be "unhandled" even if you don't handle it, because the base class does so before it reaches the AppDomain's default handler.