Ideally, IPython itself shouldn't crash. It will catch exceptions produced by you, but bugs in it will crash it.
Were such an unlikely event to occur :), IPython will leave a file named 'IPython_crash_report.txt' in your IPYTHONDIR directory (that way if crashes happen several times it won't litter many directories, the post-mortem file is always located in the same place and new occurrences just overwrite the previous one). If you can mail this file to the developers (see sec. 14 for names and addresses), it will help us a lot in understanding the cause of the problem and fixing it sooner.