How to catch exceptions from a ThreadPool.QueueUserWorkItem?

You can add try/catch like this:

        ThreadPool.QueueUserWorkItem(state =>
                                         {
                                             try
                                             {
                                                 action();
                                             }
                                             catch (Exception ex)
                                             {
                                                 OnException(ex);
                                             }
                                         });