This all works fine in gVim, so I'm presuming you're using terminal Vim.
It's hard to say definitively what is happening in your setup without more information, because the way Backspace works depends on your terminal configuration. However, note that
BS is a control character, and the way that control characters were implemented in traditional terminals was by pressing the Ctrl key plus another key.
As such, it's entirely possible that your terminal is already sending Ctrl-H when you press backspace: if this is the case pressing the Ctrl key at the same time will have no effect.
Therefore, I suspect statox's answer won't work for you: for me it just results in a mapping of an unmodified
nmap <C-BS> results in a correct mapping of Ctrl-Backspace that cannot be accessed via key presses!)
Note that, in general, there are a limited number of reliable Ctrl-mappings you use in Vim. See the this answer to a related question and the FAQ entry it links to for more details.
Therefore, I'm afraid that the real answer to your question is, "Don't do that."