Question: As a general rule, are there ever any circumstances in which it's acceptable for a method responsible for listening to an event to throw an exception (or allow to be thrown) that the class raising the event will have to handle?

Given that such an exception would stop other listeners to that event from being called subsequently, it seems a bit 'antisocial' to allow this to happen, but on the other hand, if there is an exception, what should it do?

Answer: 
The only two types of exceptions that should come out of events are serious, potentially process-ending ones like `System.OutOfMemoryException` or `System.DllNotFoundException`, and things that are clearly programming errors, like `System.StackOverflowException` or `System.InvalidCastException`. Catching and dropping these kinds of exceptions is never a good idea -- let them float up to the top and let the developer decide what to do with them on an application level. 

As for the rest... any common or garden-variety exception like `System.IO.IOException` should be handled inside your event, and you should have some mechanism for returning such error conditions to the caller.
In an ideal world, event handlers shouldn't raise exceptions. Raising an exception in an event handler tends to lead to very difficult to handle situations, and unexpected behavior. As you mentioned- this blocks subsequent event handlers from seeing the event, and the exception propagates into the event producer's code since it raised the event.

Ideally, event handlers should be fast (if they're long running, they should try to schedule the work in a separate thread) and as close to error free as possible.