After several years of winter commuting, I've had my first in-commute "break-down," although I didn't stop so it wasn't really a break-down.
I heard a funny "ping" and looked down to see my right, front fender stay sticking out. The head had snapped off the allen bolt. I'm attributing it to the cold we're having here in the middle of the mitten. Luckily, there's still enough of the bolt sticking out of the eyelet that I should be able to grip it with the vise-grips when I get home and replace it.
I feel like I've passed some sort of initiation, even though, like I said, it wasn't anything to make me stop on the side of the road.