Small class that adds itself as observer, but never removes itself again.

AppDelegate.m

- (BOOL)application:(UIApplication *)application didFinishLaunchingWithOptions:(NSDictionary *)launchOptions {    
    // ...

    Terminate *terminate = [[Terminate alloc] init];
    [terminate release];

    return YES;
}

Terminate.h

@interface Terminate : NSObject
@end

Terminate.m

#import "Terminate.h"

@implementation Terminate

- (id)init {
    self = [super init];
    if (self == nil) return nil;
    
    [[NSNotificationCenter defaultCenter] addObserver:self
                                             selector:@selector(appWillTerminate)
                                                 name:UIApplicationWillTerminateNotification
                                               object:nil];

    return self;
}

-(void)appWillTerminate {
    NSLog(@"-[Terminate terminate]");
}

@end