I ride through the freaking woods. This time of year I could probably stay on the road sans headlight just by star light or the moon, but one year I was running the the Hood to Coast and my headlamp battery died, then so did my spare. It was a cloudy night on a gravel road and I ran off the road twice before I gave up and started walking. It gets really dark out there.
I carry a spare headlight on my bike now, in case something happens to my cygolite. It's not as bright but I could get home, just not as fast as usual.