If your PC hits a blue screen of death (or if you're an Insider, a green screen of death) then Windows will (usually) create a C:\Windows\memory.dmp file that captures the state of the machine at the time of the crash.
Sometimes this file has enough in it to determine what the cause of the crash was; sometimes not.
There is a setting you can tweak on your PC to determine how much goes into this dump file:
Start | Settings | Search "View advanced system settings" | View advanced system settings | Startup and Recovery | Settings... | System failure | Write debugging information
From the dropdown, choose the setting you would like to apply. A good default is "Automatic memory dump".
There is some documentation on MSDN which outlines the differences between the various types of kernel dump.