I posted previously about an issue where the WCF NetDataContractSerializer was unable to serialize a SecurityException object. Microsoft provided some insight.
It turns out that the constructor of the SerializationException object doesn't set the Action property to anything valid. Before you can serialize a SerializationException with NDCS you must explicitly set the Action property to a valid SecurityAction.
This does mean that NDCS is not compatible with the BinaryFormatter in this case, but at least there's a workaround/solution.
I've now updated CSLA .NET 3.0 to explicitly set the Action property any time a SecurityException is thrown, thus allowing the WCF data portal channel to return valid details about the nature of any exception.