Today I came across a couple of C++ projects relating to Neural Network usage. One is located at CodeProject called Face Detection C++ Library with Skin and Motion Analysis. The author has used a number of interesting statistical and analytical methods for face detection. To quote his mouth-full: "An understanding of wavelet-analysis, dimensionality reduction methods (PCA, LDA, ICA), artificial neural networks (ANN), support vector machines (SVM), SSE programming, image processing, morphological operations (erosion, dilation), histogram equalization, image filtering, C++ programming and some face detection background would be desirable.".
From a C++ library perspective, here is a Fast Artificial Neural Network Library (FANN). I believe the library is written in C, but has API bindings in about 13 different programming language formats, of course with one being C++. The author's description goes as follows: "Fast Artificial Neural Network Library is a free open source neural network library, which implements multilayer artificial neural networks in C with support for both fully connected and sparsely connected networks. Cross-platform execution in both fixed and floating point are supported. It includes a framework for easy handling of training data sets. It is easy to use, versatile, well documented, and fast."