>Would you do that in your global error handler or at the form level?

Hm. I'd prefer the form, probably. Because I could see that what file is missing and the context would be important for knowing how to deal with the error. It really depends on your application. Also, practically speaking, on how likely it is (IMO). BTW, the application I work with now would catch this in the global error handler, which doesn't give much control over how it's handled.

There have been a few threads here on the subject. The books Effective Techniques for Application Development and Advanced Object Oriented Programming talk about the subject.

In ADAOOP, Markus covers the _error foundation class.

I think David Frankenbach has covered this topic in the past. His site might have some info on it.