As of .NET 2, if you don’t tweak the configuration? Nothing.
Before then, or with some config tweak I can’t remember precisely, there was the possibility of an exception being thrown from unmanaged code which didn’t get converted into an Exception-compatible object.
Note that there’s another option in between, where you specify the type but no variable:
catch (Exception)
{
...
}
Personally I’d be very wary of catching an exception without even logging it. It may be required if you’re calling a boneheaded API, but it’s generally best avoided.