If you try to use a class constant (e.g. Foo::BAR) of an unexisting class, autoloader will also fail to throw an exception and the script will die with the "class not found" fatal error.
(PHP 5.3.16)

Thank you for taking the time to write to us, but this is not
a bug. Please double-check the documentation available at
http://www.php.net/manual/ and the instructions on how to report
a bug at http://bugs.php.net/how-to-report.php

if you just want to check whether a class exists, use class_exists.

you test script is trying to call a method of a non-exists class,  fatal error is 
reasonable .

Sorry but you're wrong. Do you understand what the function spl_autoload_register() does? And what the function x() does? The function x() is a handler for loading classes - That is what autoload handler SHOULD DO, it should LOAD classes which are NOT LOADED yet.  And at the moment of loading, you can not tell whether a class EXISTS or not. The test script is calling a method of a class which is NOT LOADED yet.
  It SHOULD report an error if the class being loaded is not found. But it SHOULD NOT DIE on throwing an exception!!! This IS A BUG because an exception is not thrown where it is explicitly written.
You cleverly advise me to use class_exists on a NOT LOADED class, so it just AGAIN forwards an autoload call to the handler (function "x") which eventually DIES.
If you are so clever then just remove the autoload handler from PHP and force use require_once.
Sorry for my being angry, but, damn, it was a HALF-YEAR since bug submitted to invent such a stupid reason that it is not a bug!!!

And please would you mind to show the exact place in the PHP documentation where it is stated that an autoload handler ALWAYS DIES regardless of exceptions or substituting another class if it does not find the class it is trying to load? 
Or there is "no information available, might only be in SVN" ???

http://us.php.net/autoload

"Note:

Prior to 5.3.0, exceptions thrown in the __autoload function could not be caught 
in the catch block and would result in a fatal error. From 5.3.0+ exceptions 
thrown in the __autoload function can be caught in the catch block, with 1 
provision. If throwing a custom exception, then the custom exception class must 
be available. The __autoload function may be used recursively to autoload the 
custom exception class."

and the 5.3.0+ seems should be 5.3+ (I mean 5.4 works fine).

hmm, seems I thought wrongly,

try {
   new AAAA();
} catch () {
}

can be catched in 5.3

but 
try {
  AAA:xxx();
} 

can not be catched in 5.3, but can be catched in 5.4.

That is what it was all about.
Again sorry for resentment, thanks for clearing things up.

@laruence: Shouldn't the ZEND_VM_CONTINUE() rather be a HANDLE_EXCEPTION()?

@nikic, there is no such macro in 5.3

@laruence: Ah, sorry, I missed that this was a 5.3-only bug.