Deleting elements from std::set while iterating

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This is implementation dependent:

Standard 23.1.2.8:

The insert members shall not affect the validity of iterators and references to the container, and the erase members shall invalidate only iterators and references to the erased elements.

Maybe you could try this — this is standard conforming:

for (auto it = numbers.begin(); it != numbers.end(); ) {
    if (*it % 2 == 0) {
        numbers.erase(it++);
    }
    else {
        ++it;
    }
}

Note that it++ is postfix, hence it passes the old position to erase, but first jumps to a newer one due to the operator.

2015.10.27 update:
C++11 has resolved the defect. iterator erase (const_iterator position); return an iterator to the element that follows the last element removed (or set::end, if the last element was removed). So C++11 style is:

for (auto it = numbers.begin(); it != numbers.end(); ) {
    if (*it % 2 == 0) {
        it = numbers.erase(it);
    }
    else {
        ++it;
    }
}

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