After looking through the Nomicon, I found an example under the section Exception Safety that implicitly answers my question. I feel like it would be good to include memory exhaustion explicitly in the introduction when listing reasons for unwinding:
Although programs should use unwinding sparingly, there's a lot of code that can panic. If you unwrap a None, index out of bounds, or divide by 0, your program will panic. On debug builds, every arithmetic operation can panic if it overflows. Unless you are very careful and tightly control what code runs, pretty much everything can unwind, and you need to be ready for it.