I have had this happen in the past (not very often though), and another saving grave of Windows is you can press ctrl-alt-del, which somehow seems to pause the rest of the system activity, and then see a process list and choose which one to kill.

Linux doesn't have anything like that. KDE seems to have a somewhat functional Ctrl-alt-del menu - I have been able to access it when the rest of the shell gets screwed up (not due to OOM). But inexplicably the only options it has are Sleep, Restart, Shutdown or Log out!! Where is the "emergency shell", or "process manager" or even "run a program"? Ridiculous.

I think Linux GUIs often have this weird fetish with designing as if nothing will ever go wrong, which is clearly not how the real world works. Especially on Linux. I've genuinely heard people claim that most Linux users will never need to use a terminal for example.