What is a simple example in C++ that causes a stack underflow in the case of invoking and returning from method calls?
I am familiar with the calling convention, i.e thiscall, stdcall and the cdecl and way they would clean the stack. Wouldn't a stack underflow automatically be taken care of by the code generated by the compiler?
What are the situations that can get me into trouble with stack underflow?
The only way I can see this actually happening would be if you declared a function to use the stdcall (or any other calling convention that specifies the callee clean the stack) and then invoke the function through a function pointer that was specified as a cdecl (or any other calling convention where the stack is cleaned by the caller). If you do that, the called function will pop the stack before returning and then the caller would also pop the stack leading to underflow and terrible things.
In the specific case of member functions, the calling convention is usually referred to as thiscall and whether the caller or the callee cleans the stack depends on the compiler.
See here for details of calling conventions.