It's happened twice to me on day rides, never on tour. My shifters do a great job of hiding the fatigue point, and as mentioned above it's very hard to pull the broken piece out in the field. The advice about replacing the RD cable before a long tour is good. I did that recently.

If you have simpler shifters, it may not be necessary to replace cables prophylactically (if that's a word). You'll have some warning when the fraying wire starts poking your hand (so to speak).

I still carry a spare on long tours because it's easy and light, but no longer have one in my seat pack. It's easier to ride home with a crappy three-speed than to fix it in the field.