Core dump is not generated on Ubuntu(14.04 LTS) in some cases.
Sometimes it can be generated. It seems to depend on the program.

Like below ulimit is OK.

$ ulimit -c unlimited
$ ulimit -a
core file size          (blocks, -c) unlimited
data seg size           (kbytes, -d) unlimited
scheduling priority             (-e) 0
file size               (blocks, -f) unlimited
pending signals                 (-i) 15739
max locked memory       (kbytes, -l) 64
max memory size         (kbytes, -m) unlimited
open files                      (-n) 1024
pipe size            (512 bytes, -p) 8
POSIX message queues     (bytes, -q) 819200
real-time priority              (-r) 0
stack size              (kbytes, -s) 8192
cpu time               (seconds, -t) unlimited
max user processes              (-u) 15739
virtual memory          (kbytes, -v) unlimited
file locks                      (-x) unlimited

I examined where the core dump is generated.

$ sudo sysctl -a | grep core_pattern
kernel.core_pattern = |/usr/share/apport/apport %p %s %c %P

On Ubuntu(14.04 LTS) core_pattern uses apport by default.

In case core dump was successfully generated, core dump was generated in current directory.
In case core dump was not generated, an error occurred on apport.

/var/log/apport.log

ERROR: apport (pid 3480) Tue May 12 18:48:31 2015: called for pid 3479, signal 6, core limit 18446744073709551615
ERROR: apport (pid 3480) Tue May 12 18:48:31 2015: ignoring implausibly big core limit, treating as unlimited
ERROR: ERROR: apport (pid 3480) Tue May 12 18:48:31 2015: Unhandled exception:
Traceback (most recent call last):
  File "/usr/share/apport/apport", line 357, in <module>
    (info['ExecutablePath'], info['ProcCmdline']))
  File "/usr/share/apport/apport", line 99, in error_log
    apport.error('apport (pid %s) %s: %s', os.getpid(), time.asctime(), msg)
  File "/usr/lib/python3/dist-packages/apport/__init__.py", line 44, in error
    sys.stderr.write(msg % args)
UnicodeEncodeError: 'ascii' codec can't encode character '\ufffd' in position 143: ordinal not in range(128)
ERROR: apport (pid 3480) Tue May 12 18:48:31 2015: pid: 3480, uid: 0, gid: 0, euid: 0, egid: 0
ERROR: apport (pid 3480) Tue May 12 18:48:31 2015: environment: environ({})

Because an error occurred on apport, core dump was not generated.
This error seems to be Python's UnicodeEncodeError but I'm not sure, so I decided not to use apport in core_pattern.

# echo 'core.%e.%p' > /proc/sys/kernel/core_pattern

$ ulimit -c unlimited
$ cat segfault.c
#include <stdio.h>

int main(void)
{
  char *s = "hello, world!";
  *s = 'H';

  return 0;
}
$ gcc -Wall -g -o segfault segfault.c
$ ./segfault 
Segmentation fault (core dumped)
$ ls
core.segfault.3423  segfault  segfault.c

Any configuration changes made using the echo command disappear when the system is restarted.
To make configuration changes take effect after the system is rebooted, edit /etc/sysctl.conf.

Source: E.4. Using the sysctl Command

/etc/sysctl.conf

kernel.core_pattern = core.%e.%p

But when the system is restarted, changes disappear and core_pattern uses apport.
When the system is restarted and apport starts, apport seems to overwrite configuration.

Source: 12.04 - How to permanently edit the core_pattern file? - Ask Ubuntu

To stop this behavior, disable apport and restart the system.

/etc/default/apport

# set this to 0 to disable apport, or to 1 to enable it
# you can temporarily override this with
# sudo service apport start force_start=1
#enabled=1
enabled=0

If the return value of a command is greater than 128, it means that the command is terminated by signal.

$ man bash

The return value of a simple command is its exit status, or 128+n if the command is terminated by signal n.

Example:

$ some_command
$ echo $?
139

In the above example, the return value is 139. Because 139=128+11 it means that the command was terminated by signal 11.
See `man signal` and you will find that signal 11 is SIGSEGV and it means segmentation violation.