asynchronous exception handling in HaXe

I suggest you try haxe-continuation, which handle Node.js exceptions as return values. See this example.

Your try / catch statement is only catching errors thrown by the createServer and server.listen method calls and not the logic in the request handler. I'm not 100% sure on this, but my guess is the asynchronous nature of the call means that errors thrown in the handleRequest method are not caught there also. You'll get the results you expect if you do the following:

import js.Node;

class Main {

    public static function handleRequest(req: NodeHttpServerReq, res: NodeHttpServerResp) {
        res.setHeader("Content-Type","text/plain");
        res.writeHead(200);
        res.end('Hello World\n');
        //throw "test";
    }

    public static function main() {
        try {
            var server = Node.http.createServer(handleRequest);
            server.listen(1337,"localhost");
            throw "test"; // Throwing the error here will result in it being caught below
        } catch(e: String) {
            trace("haha: " + e);
        }

        trace( 'Server running at http://127.0.0.1:1337/' );
    }
}

As for best practice on error handling, the bare bones example on haxennode does not include any error handling and uses an inline anonymous function for the success callback (not something I'm sure is entirely compatible with the Haxe philosophy). Otherwise, Haxe with node examples appear to be fairly thin on the ground. However, this stackoverflow thread on handling http errors in node (generally) will probably be useful; note that errors are thrown by the server.listen method.

I think you should avoid the try/catch entirely and favor a more NodeJS oriented strategy. In handleRequest you should be able to do req.abort() and intercept the error by listening at the clientError event on server.

Disclaimer: I am not using NodeJS so my details could be wrong but the general concept should be correct ;)