I have twice been in a vehicle (once as passenger and once as driver) where a wheel actually came off due to mechanics not tightening the lug nuts.
Both times the wheel stayed in the wheel well and acted like a door stop, suddenly jerking the vehicle to a very abrupt stop.
The first time was in my teens on an icy mountain road and put us into a spin beforethesudden stop. Fortunately I was not the driver that time. I probably wouldn't be writing this now.
I lost the front wheel on a VW Beetlebug one day, but it wasn't from loose lug bolts, it was from the spindle bearing retaining nut coming off.
The culprit was the guy that did the state required safety inspection the week before.
The little elves from the black forest decided in their infinite wisdom to drive the speedometer cable from the left front wheel that required the spindle to be hollow so the cable could extend thru the dust cap.
Because of that, the retaining nut that for eons had a castellated nut and a cross drilled hole in the spindle for a Cotter pin was retained with an Allen bolt that pinched it to the spindle threads.
The biggest problem with that was that the spindle thread was a right handed one on the left side of the vehicle which meant that if it ever loosened, it was going to come off.
Our commonwealth at the time had more potholes than proper road surfaces, so that was likely why it got jarred loose to begin with.
We lost a lot of wheels to damages from them back then.
I saw my wheel and tire assembly pass me on a turn and knew immediately not to press on the single master cylinder brakes because there would be none with the missing brake drum.
The fortunate part of an air-cooled V-Dub was the parking brake lever between the seats, something you got well acquainted with because brake failures were common on them here in what we call the rust belt.
There was room enough to get it off the road and I was able to find and gather the missing parts to reassemble it and get me back home.
Not bad for a 17 year old kid, huh?