Edit [2020/11/09]: With the advent of
noexcept into the language and the deprecation and removal of the
Dynamic exception specification that is referenced, this answer is out-of-date; but, it is being kept for historical reasons. Original text follows below the break.
Currently, the only warning I ever ignore is
warning C4290: C++ exception specification ignored except to indicate a function is not __declspec(nothrow)
Because microsoft does not implement the C++ specification (the documentation even says they don't!) and allow functions to declare specific throws and all functions can only throw either throw() or throw(...), i.e nothing or everything.
From HelpViewer 1.1:
A function is declared using exception specification, which Visual C++ accepts but does not implement. Code with exception specifications that are ignored during compilation may need to be recompiled and linked to be reused in future versions supporting exception specifications.