Memory will get cleaned up, but your destructors aren't gonna get called.

I'm speaking mostly in terms of recoverable errors where it jumps to a logging section, carries on, but leaks memory.

You'd generally use Result<T> for recoverable errors (which won't have any destructor issues), but in some cases you might put a panic::recover at the event loop level (never seen this being done before, but I can imagine it happening) which catches the panic (only calling destructors up to the catch point -- this is done by the unwind mechanism) and moving on to the next event in the loop.