[c#] .NET Global exception handler in console application

If you have a single-threaded application, you can use a simple try/catch in the Main function, however, this does not cover exceptions that may be thrown outside of the Main function, on other threads, for example (as noted in other comments). This code demonstrates how an exception can cause the application to terminate even though you tried to handle it in Main (notice how the program exits gracefully if you press enter and allow the application to exit gracefully before the exception occurs, but if you let it run, it terminates quite unhappily):

static bool exiting = false;

static void Main(string[] args)
{
   try
   {
      System.Threading.Thread demo = new System.Threading.Thread(DemoThread);
      demo.Start();
      Console.ReadLine();
      exiting = true;
   }
   catch (Exception ex)
   {
      Console.WriteLine("Caught an exception");
   }
}

static void DemoThread()
{
   for(int i = 5; i >= 0; i--)
   {
      Console.Write("24/{0} =", i);
      Console.Out.Flush();
      Console.WriteLine("{0}", 24 / i);
      System.Threading.Thread.Sleep(1000);
      if (exiting) return;
   }
}

You can receive notification of when another thread throws an exception to perform some clean up before the application exits, but as far as I can tell, you cannot, from a console application, force the application to continue running if you do not handle the exception on the thread from which it is thrown without using some obscure compatibility options to make the application behave like it would have with .NET 1.x. This code demonstrates how the main thread can be notified of exceptions coming from other threads, but will still terminate unhappily:

static bool exiting = false;

static void Main(string[] args)
{
   try
   {
      System.Threading.Thread demo = new System.Threading.Thread(DemoThread);
      AppDomain.CurrentDomain.UnhandledException += new UnhandledExceptionEventHandler(CurrentDomain_UnhandledException);
      demo.Start();
      Console.ReadLine();
      exiting = true;
   }
   catch (Exception ex)
   {
      Console.WriteLine("Caught an exception");
   }
}

static void CurrentDomain_UnhandledException(object sender, UnhandledExceptionEventArgs e)
{
   Console.WriteLine("Notified of a thread exception... application is terminating.");
}

static void DemoThread()
{
   for(int i = 5; i >= 0; i--)
   {
      Console.Write("24/{0} =", i);
      Console.Out.Flush();
      Console.WriteLine("{0}", 24 / i);
      System.Threading.Thread.Sleep(1000);
      if (exiting) return;
   }
}

So in my opinion, the cleanest way to handle it in a console application is to ensure that every thread has an exception handler at the root level:

static bool exiting = false;

static void Main(string[] args)
{
   try
   {
      System.Threading.Thread demo = new System.Threading.Thread(DemoThread);
      demo.Start();
      Console.ReadLine();
      exiting = true;
   }
   catch (Exception ex)
   {
      Console.WriteLine("Caught an exception");
   }
}

static void DemoThread()
{
   try
   {
      for (int i = 5; i >= 0; i--)
      {
         Console.Write("24/{0} =", i);
         Console.Out.Flush();
         Console.WriteLine("{0}", 24 / i);
         System.Threading.Thread.Sleep(1000);
         if (exiting) return;
      }
   }
   catch (Exception ex)
   {
      Console.WriteLine("Caught an exception on the other thread");
   }
}

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