begin-end-pair.cs

Action workItem = () =>
                        {
                            throw new ExpectedExeption();
                        };
var syncHandle = workItem.BeginInvoke(null, null);
// later
try
{
    workItem.EndInvoke(syncHandle);
}catch (ExpectedExeption e)
{
    // on the end invoke the exception is thrown! 
    // If you don't get the result, the exception is swallowed
}

crash-handling.cs

AppDomain.CurrentDomain.UnhandledException +=
     sender, eventArgs) =>
           Console.Out.WriteLine("Oh boy, crash {0}",eventArgs.ExceptionObject);

original-code.cs

Action workItem = ()=> { };// work item from the application;
ThreadPool.QueueUserWorkItem(ignored => workItem());
// more stuff for synchronization

updated-version.cs

Action workItem = () => { };// work item from the application;
var syncHandle = workItem.BeginInvoke(null, null);
// more stuff for synchronization