De acordo com Tess Ferrandez :
Fatal Execution Engine Exceptions
Fatal Execution Engine Exceptions are fairly rare, but when they occurr it's normally a bug. This means that for some reason we went into some piece of code that we were not supposed to in the CLR and the CLR has decided that in the unlikely event that someone comes in here, let's throw a Fatal Execution Engine exception and die because we can't recover from this point. In the eventlog this will be logged as Execution Engine Exception occurred and the address listed will tell exactly where in the code it occurred. If you reach one of these and can't find a knowledge base article about it, contact support, preferably with a crash dump available since that will speed up the time to resolve the case tremendously.
Ela também tem muitas informações em seu blog sobre como gerar despejos de memória, etc, etc., para fins de depuração.