Applications in the military and aerospace sectors are exempt from EU RoHS regulations. Some medical devices may also be exempt, but this is rare. (None of the medical devices I've worked on have been exempt.)

(The US generally follows the same pattern, by industry alignment rather than law. It's actually nice for the US: we get all the benefits of industry-wide RoHS adoption, but with the ability to painlessly "opt out" for any reason at all.)

Some of things are exempt from those rules. RoHS currently exempts some medical and industrial devices.