How to use WinDBG to track down .net out of memory exceptions?

Here's the graph that I use for deciding about .NET OutOfMemoryExceptions:

.NET out of memory decision tree

For the !u part, I know two options so far. The first is the creation of a big array of objects. See How to identify array type for details. The second is throwing an OutOfMemoryException directly, which you would identify like this:

0:000> .symfix d:\debug\symbols

0:000> .reload

0:000> ~#s

0:000> .loadby sos mscorwks; *** Use clr if .NET4

0:000> !pe
Exception object: 025d07d8
Exception type: System.OutOfMemoryException
Message: Nicht genügend Speicher verfügbar, um das Programm weiter auszuführen.
InnerException: <none>
StackTrace (generated):
    SP       IP       Function
    0024EC90 004F008D OOM1!OOM1.Program.Main()+0x1d

0:000> !u 004F008D 
Normal JIT generated code
OOM1.Program.Main()
Begin 004f0070, size 1e
004f0070 50              push    eax
004f0071 b96c0fcb78      mov     ecx,offset mscorlib_ni+0x270f6c (78cb0f6c) (MT: System.OutOfMemoryException)
004f0076 e8a11ff1ff      call    0040201c (JitHelp: CORINFO_HELP_NEWSFAST)
004f007b 890424          mov     dword ptr [esp],eax
004f007e 8bc8            mov     ecx,eax
004f0080 e8f314c078      call    mscorlib_ni+0x6b1578 (790f1578) (System.OutOfMemoryException..ctor(), mdToken: 0600036a)
004f0085 8b0c24          mov     ecx,dword ptr [esp]
004f0088 e84a615179      call    mscorwks!JIT_Throw (79a061d7)
>>> 004f008d cc              int     3

The call to call System.OutOfMemoryException..ctor() is a new OutOfMemoryException() in C# and call mscorwks!JIT_Throw is the throw keyword.