Wondered this myself from time to time. I'm 6'3" 230 (working to get back to 200). I've been paranoid for whatever reason that I broke or cracked the frame in my new Allez when going over some nasty pot holes recently. I doubt I did, could have just been new bike jitters.

I've been on a few carbon bikes for test rides and seemed to hold my weight pretty well. I'll echo what others have said and what I've learned from other riders as well, that the wheels will fail before the frame will most times.