When running UMDH on a process on Windows 7, I only get a response of "failed to enumerate process modules". Dumps work fine when the process is initially executing, but fail when the memory usage increases. The exact point of failure is unclear, and the error doesn't give any hints.
The target process had the LARGE_ADDRESS_AWARE flag turned on. It would appear that once the allocations went over the 2G memory space, UMDH reported "failed to enumerate process modules". I solved this issue by adding the LARGE_ADDRESS_AWARE flag (using editbin /LARGEADDRESSAWARE umdh.exe -- editbin is a Visual Studio tool (c:\Program Files (x86)\Microsoft Visual Studio 10.0\VC\bin\editbin.exe, for me)). After adding the flag, the dumps from UMDH were successful.