Even with a solid axle, I've had it pull out of the dropouts - but I think it would have happened a lot more often with a quick release. But it's probably a lot less often with bolt-ons. I carry 3 different 15mm bolts with me for my rear wheel... (Okay one works for rear wheel and the headseat, but hey - )

I don't think a quick release has the necessary torque for a fix wheel (someone correct me if I'm wrong) - you need to have bolts, and really crank them down.

I need to get some of those tensioners for my bike - I'm getting a little sick of re-setting the rear wheel every couple of weeks...