my chain fell off once. it was because i forgot to put that little clippy thing on the master link. i had just gone through a major intersection when my chain started making all these heinous noises, so i was slowing down anyway, but once it snapped i just put my foot down and started swearing a blue streak down the street on my walk home. i used to forget about that thing a lot. that night i resolved to never use a master link again on that bike. and i haven't since. the bike made it really far without that clippy thing, incidentally.

the thing about chains breaking, is that yes, it's not very likely that you'll break a chain, but if you happen to, it'll usually give you some warning before it snaps. because it'll stretch before it breaks, and will make heinous noises.