This week on my MSDN SQL Server blog:
How to configure Extended Events in SQL Server 2008 to track and log unpredicatable syntax errors submitted to SQL Server.
http://blogs.msdn.com/b/grahamk/archive/2010/12/10/extended-event-to-track-and-trace-syntax-errors.aspx
These techniques can easily be adjusted to track and trace any type of SQL Server error or warning that you're having trouble tracing using more traditional (old school) techniques.