Some quick release cams on the trainers may jump loose and release the wheel. It happened to a guy I know. He was out of the saddle sprinting on the trainer and the trainer's cam came loose and released the wheel. Nothing catastrophic, but he put a hole in his disc as he fell over.
EDIT:
This would have happened if he used a quick release rear wheel, too.
This is why some trainers come with a screw system to bind the wheel, like this:
