Generally, corerror.h tells you all you need to know about what kinds of HRESULTs to expect back from DoStackSnapshot. However, there are some fringe cases where you can get back an HRESULT that's not as descriptive as you might like.
I don't much like E_FAIL. If DoStackSnapshot fails, you will typically see a more descriptive, custom HRESULT. However, there are regrettably a few ways DoStackSnapshot can fail where you'll see the dreaded E_FAIL instead. From your code's point of view, you shouldn't assume E_FAIL will always imply one of the cases below (or conversely that each of these cases will always result in E_FAIL). But this is just good stuff to know as you develop and debug your profiler, so you don't get blindsided.1) No managed frames on stackIf you call DoStackSnapshot when there are no managed functions on your target thread's stack, you can get E_FAIL. For example, if you try to walk the stack of a target thread very early on in its execution, there simply might not be any managed frames there yet. Or, if you try to walk the stack of the finalizer thread while it's waiting to do work, there will certainly be no managed frames on its stack. It's also possible that walking a stack with no managed frames on it will yield S_OK instead of E_FAIL (e.g., if the target thread is jit-compiling the first managed function to be called on that thread). Again, your code probably doesn't need to worry about all these cases. If we call your StackSnapshotCallback for a managed frame, you can trust that frame is there. If we don't call your StackSnapshotCallback, you can assume there are no managed frames on the stack.
2) OS kernel handling a hardware exceptionThis one is less likely to happen, but it certainly can. When an app throws a hardware exception (e.g., divide by 0), the offending thread enters the Windows kernel. The kernel spends some time recording the thread's current user-mode register context, modifying some registers, and moving the instruction pointer to the user-mode exception dispatch routine. At this point the thread is ready to reenter user-mode. But if you are unlucky enough to call DoStackSnapshot while the target thread is still in the kernel doing this stuff, you will get E_FAIL.
3) Detectably bad seed
If you seed the stack walk with a bogus seed register context, we try to be nice. Before reading memory pointed to by the registers we run some heuristics to ensure all is on the up and up. If we find discrepancies, we will fail the stack walk and return E_FAIL. If we don't find discrepancies until it's too late and we AV (first-chance), then we'll catch the AV and return E_UNEXPECTED.
Generally, this HRESULT means that your profiler requested to abort the stack walk in its StackSnapshotCallback. However, you can also see this HRESULT if the CLR aborted the stack walk on your behalf due to a rare scenario on 64 bit architectures.
One of the beautiful things about running 64-bit Windows is that you can get the Windows OS to perform (native) stack walks for you. Read up on RtlVirtualUnwind if you're unfamiliar with this. The Windows OS has a critical section to protect a block of memory used to help perform this stack walk. So what would happen if:
If your answer was "deadlock", congratulations! DoStackSnapshot has some code that tries to avoid this scenario, by aborting the stack walk before the deadlock can occur. When this happens, DoStackSnapshot will return CORPROF_E_STACKSNAPSHOT_ABORTED. Note that this whole scenario is pretty rare, and only happens on WIN64.