I recently had an annoying problem, when I wanted to unload a movie from a Loader object. The childmovie had a Timer running, which influenced a textfield in the parent movie, as it was set up. When the child movie was unloaded using myLoader.unload() the Timer continued and even objects of that movie were not null although the movie was clearly unloaded and a new movie was loaded. Flash player 10 has a feature, which prevents this and stops all actions from unloaded movies. Instead of myLoader.unload(), we use myLoader.unloadAndStop().
A feature introduced with CS5 (player 10.1) is the uncaughtErrorEvents property, which is triggered when an error occurs. This avoids using the try..catch method.