Call of Duty World at War is one of my favourite games on the PC. Ive have had this issue when trying to change the screen resolution to a different size i get this error "unhandled exception caught" The way i got around this was to edit my profile data and change the screen setting in note pad. I also get the same error when trying to join some multiplayer maps "unhandled exception caught" The game would start to load the new map and then crash. I have tried this simple fix many times when i was using windows 7 pro but it never made no difference to the error. Today i reloaded windows 8 on to my laptop installed COD WAW and i still get "unhandled exception caught" So i tried the simple fix and it worked!!!

This simple fix

Change the compatability to Windows XP Service Pack 2 (Doing this solved both of my previous issues)
Another thing i did but not sure if this had any impact on this fix was in steam turn off the screen overlay. This causes lots off issues in other games too.

If you installed this game via steam then navigate to c:/ProgramFiles/Steam/steamapps/common/Call of Duty World at War
Then right click on the file CoDWaWmp goto properties Compatibility Tick the check box and change it to Run in Windows XP Service Pack 2

Hope this helps other die hard WaW fans out.