Ultimately, it's not about how many years or how much mileage you put on a chain, but how much it actually wears out. All-weather commuters in the snow belt beat the snot out of their chains with road grime, dirt, salt, and stuff like that, so some of them get a new chain every year. Road racers put so much mileage on theirs in such a short time that they may replace chains more often.

Most of the time, a worn chain would affect shifting performance, including the ability of the chain to stay in place. People will check chains to see if they're "stretched", whether by using a chain gauge or measuring it with a ruler (12 links = 12 inches; any more than that and it's due for replacement).

But, if it performs fine after cleaning (I'm cleaning at least one of my bikes' chains about every weekend now), there's not much reason to change a chain.