This can definitely occur. For instance, here is a demonstration that an instance can be finalized while you are still executing its constructor:
class Program
{
private static int _lifeState;
private static bool _end;
private sealed class Schrodinger
{
private int _x;
public Schrodinger()
{
//Here I'm using 'this'
_x = 1;
//But now I no longer reference 'this'
_lifeState = 1;
//Keep busy to provide an opportunity for GC to collect me
for (int i=0;i<10000; i++)
{
var garbage = new char[20000];
}
//Did I die before I finished being constructed?
if (Interlocked.CompareExchange(ref _lifeState, 0, 1) == 2)
{
Console.WriteLine("Am I dead or alive?");
_end = true;
}
}
~Schrodinger()
{
_lifeState = 2;
}
}
static void Main(string[] args)
{
//Keep the GC churning away at finalization to demonstrate the case
Task.Factory.StartNew(() =>
{
while (!_end)
{
GC.Collect();
GC.WaitForPendingFinalizers();
}
});
//Keep constructing cats until we find the desired case
int catCount = 0;
while (!_end)
{
catCount++;
var cat = new Schrodinger();
while (_lifeState != 2)
{
Thread.Yield();
}
}
Console.WriteLine("{0} cats died in the making of this boundary case", catCount);
Console.ReadKey();
}
}
In order for this to work, you need to emit a Release build and run it outside Visual Studio (as otherwise the debugger inserts code that prevents the effect.) I've tested this with VS 2010 targetting .NET 4.0 x64.
You can tweak the iterations on the 'keep busy' loop to impact the probability of the Cat winding up finalized before its complete construction.