I wasn't driving but we were up in the highlands in my mates mk3 and the passenger front wheel came off at about 40mph.
Him and his little brother had just changed the front discs and pads. Guess which side his little bro had been working on

We were all surprisingly calm and the car stayed on 3 wheels till we stopped (I'm 14/15st my mate was 20st+ at this time)
Retrieved the wheel from the woods and then managed to reattach despite not having a jack in the car...