Just about everyone uses them, but many, including me simply take it for granted that they just work.
I am looking for high-quality material. Languages I use are: Java, C, C#, Python, C++, so these are of most interest to me.
Now, C++ is probably a good place to start since you can throw anything in that language. 
Also, C is close to assembly. How would one emulate exceptions using pure C constructs and no assembly?
Finally, I heard a rumor that Google employees do not use exceptions for some projects due to speed considerations. Is this just a rumor? How can anything substantial be accomplished without them?
Thank you.
setjmp() and longjmp() usually.
Exception catching does have a non-trivial cost, but for most purposes it's not a big deal.
How are exceptions implemented under the hood?