New Relic node module swallows on uncaught exceptions. Tested on node.js v0.8.22.

testcase.js

var newrelic = require('newrelic')
var http = require('http')

function handleRequest(req, res) {
  console.log('Handling request')
  // Swallows the exception on the next line.
  // Should throw a runtime error instead since DiesHere is undefined.
  var x = DiesHere
  res.end()
}

var server = http.createServer(handleRequest.bind(this))
server.listen(1337, function(){
  process.nextTick(makeRequest)
})

function makeRequest() {
  http.get('http://localhost:1337/', function(res) {
    console.log('Response received.')
    process.exit(0)
  })
}

If you add something like this it should give you the exit your looking for:

process.on('uncaughtException', function(error){
console.error((new Date).toUTCString() + 'uncaughtException: '+error.message);
console.error(error.stack);
process.exit(1)
});