No problem on the road, but the MTB was another story. I didn't get the cleats completely tightened down when I first went to SPD pedals, and the loose screw jammed the release, so my right foot got locked into the pedal and absolutely would not come out. Rolled off a hill, the bike and I swapping ends, until a tree stopped me. I had to take off the shoe to disconnect from the bike. Got a real nice chainring gash out of that one.
Many years ago while in college, I rode up to the dorm on my fancy new (for me) all Campy Record bike, and for some reason, my foot hung up in the clipped pedal. The bike stopped. It hesitated for just a moment. And gracefully toppled onto it's side. Splat! Right in front of several really cute girls, too...