When installing SQL Server 2008 Express in either a bootstrapper or non-bootstrapper situation, on certain machines the Installer fails with an unhandled exception. This exception will always happen during the installation process on computers affected, and there doesn't seem to be an obvious workaround.
Bootstrappers will fail with an unknown error during installation; the SQL Server 2008 redistributable will report an unhandled exception and then close.
All machines on which this error has occurred have been running Win XP SP3 in a domain-controlled environment. Each user has been a designated local administrator.