Here's some info that may be of use in debugging your problem
If an exception is uncaught, the special library function std::terminate() is automatically called.  Terminate is actually a pointer to a function and default value is the Standard C library function std::abort().  If no cleanups occur for an uncaught exception†, it may actually be helpful in debugging this problem as no destructors are called.
†It is implementation-defined whether or not the stack is unwound before std::terminate() is called.
A call to abort() is often useful in generating a core dump that can be analyzed to determine the cause of the exception.  Make sure that you enable core dumps via ulimit -c unlimited (Linux).
You can install your own terminate() function by using std::set_terminate().  You should be able to set a breakpoint on your terminate function in gdb.  You may be able to generate a stack backtrace from your terminate() function and this backtrace may help in identifying the location of the exception.
There is a brief discussion on uncaught exceptions in Bruce Eckel's Thinking in C++, 2nd Ed that may be helpful as well.
Since terminate() calls abort() by default (which will cause a SIGABRT signal by default), you may be able to set a SIGABRT handler and then print a stack backtrace from within the signal handler.  This backtrace may help in identifying the location of the exception.
Note: I say may because C++ supports non-local error handling through the use of language constructs to separate error handling and reporting code from ordinary code.  The catch block can be, and often is, located in a different function/method than the point of throwing.  It has also been pointed out to me in the comments (thanks Dan) that it is implementation-defined whether or not the stack is unwound before terminate() is called.
Update: I threw together a Linux test program called that generates a backtrace in a terminate() function set via set_terminate() and another in a signal handler for SIGABRT.  Both backtraces correctly show the location of the unhandled exception.
Update 2: Thanks to a blog post on Catching uncaught exceptions within terminate, I learned a few new tricks; including the re-throwing of the uncaught exception within the terminate handler.  It is important to note that the empty throw statement within the custom terminate handler works with GCC and is not a portable solution.
Code:
#ifndef _GNU_SOURCE
#define _GNU_SOURCE
#endif
#ifndef __USE_GNU
#define __USE_GNU
#endif
#include <execinfo.h>
#include <signal.h>
#include <string.h>
#include <iostream>
#include <cstdlib>
#include <stdexcept>
void my_terminate(void);
namespace {
    // invoke set_terminate as part of global constant initialization
    static const bool SET_TERMINATE = std::set_terminate(my_terminate);
}
// This structure mirrors the one found in /usr/include/asm/ucontext.h
typedef struct _sig_ucontext {
   unsigned long     uc_flags;
   struct ucontext   *uc_link;
   stack_t           uc_stack;
   struct sigcontext uc_mcontext;
   sigset_t          uc_sigmask;
} sig_ucontext_t;
void crit_err_hdlr(int sig_num, siginfo_t * info, void * ucontext) {
    sig_ucontext_t * uc = (sig_ucontext_t *)ucontext;
    // Get the address at the time the signal was raised from the EIP (x86)
    void * caller_address = (void *) uc->uc_mcontext.eip;
    
    std::cerr << "signal " << sig_num 
              << " (" << strsignal(sig_num) << "), address is " 
              << info->si_addr << " from " 
              << caller_address << std::endl;
    void * array[50];
    int size = backtrace(array, 50);
    std::cerr << __FUNCTION__ << " backtrace returned " 
              << size << " frames\n\n";
    // overwrite sigaction with caller's address
    array[1] = caller_address;
    char ** messages = backtrace_symbols(array, size);
    // skip first stack frame (points here)
    for (int i = 1; i < size && messages != NULL; ++i) {
        std::cerr << "[bt]: (" << i << ") " << messages[i] << std::endl;
    }
    std::cerr << std::endl;
    free(messages);
    exit(EXIT_FAILURE);
}
void my_terminate() {
    static bool tried_throw = false;
    try {
        // try once to re-throw currently active exception
        if (!tried_throw++) throw;
    }
    catch (const std::exception &e) {
        std::cerr << __FUNCTION__ << " caught unhandled exception. what(): "
                  << e.what() << std::endl;
    }
    catch (...) {
        std::cerr << __FUNCTION__ << " caught unknown/unhandled exception." 
                  << std::endl;
    }
    void * array[50];
    int size = backtrace(array, 50);    
    std::cerr << __FUNCTION__ << " backtrace returned " 
              << size << " frames\n\n";
    char ** messages = backtrace_symbols(array, size);
    for (int i = 0; i < size && messages != NULL; ++i) {
        std::cerr << "[bt]: (" << i << ") " << messages[i] << std::endl;
    }
    std::cerr << std::endl;
    free(messages);
    abort();
}
int throw_exception() {
    // throw an unhandled runtime error
    throw std::runtime_error("RUNTIME ERROR!");
    return 0;
}
int foo2() {
    throw_exception();
    return 0;
}
int foo1() {
    foo2();
    return 0;
}
int main(int argc, char ** argv) {
    struct sigaction sigact;
    sigact.sa_sigaction = crit_err_hdlr;
    sigact.sa_flags = SA_RESTART | SA_SIGINFO;
    if (sigaction(SIGABRT, &sigact, (struct sigaction *)NULL) != 0) {
        std::cerr << "error setting handler for signal " << SIGABRT 
                  << " (" << strsignal(SIGABRT) << ")\n";
        exit(EXIT_FAILURE);
    }
    foo1();
    exit(EXIT_SUCCESS);
}
Output:
my_terminate caught unhanded exception. what(): RUNTIME ERROR!
my_terminate backtrace returned 10 frames
[bt]: (0) ./test(my_terminate__Fv+0x1a) [0x8048e52]
[bt]: (1) /usr/lib/libstdc++-libc6.2-2.so.3 [0x40045baa]
[bt]: (2) /usr/lib/libstdc++-libc6.2-2.so.3 [0x400468e5]
[bt]: (3) /usr/lib/libstdc++-libc6.2-2.so.3(__rethrow+0xaf) [0x40046bdf]
[bt]: (4) ./test(throw_exception__Fv+0x68) [0x8049008]
[bt]: (5) ./test(foo2__Fv+0xb) [0x8049043]
[bt]: (6) ./test(foo1__Fv+0xb) [0x8049057]
[bt]: (7) ./test(main+0xc1) [0x8049121]
[bt]: (8) ./test(__libc_start_main+0x95) [0x42017589]
[bt]: (9) ./test(__eh_alloc+0x3d) [0x8048b21]
signal 6 (Aborted), address is 0x1239 from 0x42029331
crit_err_hdlr backtrace returned 13 frames
[bt]: (1) ./test(kill+0x11) [0x42029331]
[bt]: (2) ./test(abort+0x16e) [0x4202a8c2]
[bt]: (3) ./test [0x8048f9f]
[bt]: (4) /usr/lib/libstdc++-libc6.2-2.so.3 [0x40045baa]
[bt]: (5) /usr/lib/libstdc++-libc6.2-2.so.3 [0x400468e5]
[bt]: (6) /usr/lib/libstdc++-libc6.2-2.so.3(__rethrow+0xaf) [0x40046bdf]
[bt]: (7) ./test(throw_exception__Fv+0x68) [0x8049008]
[bt]: (8) ./test(foo2__Fv+0xb) [0x8049043]
[bt]: (9) ./test(foo1__Fv+0xb) [0x8049057]
[bt]: (10) ./test(main+0xc1) [0x8049121]
[bt]: (11) ./test(__libc_start_main+0x95) [0x42017589]
[bt]: (12) ./test(__eh_alloc+0x3d) [0x8048b21]