Once, sort of... if abruptly quitting over the phone can be considered "walking out."
A few years ago I was working for a small home improvement company (drywall, various repair and light construction, some plumbing and electrical, et cetera.) The big problem for me working with them was this: The owned was trying to expand at the time, and thought I had the potential to take on a supervisor-like role fairly quickly. However, I needed training so I knew enough about what we were doing to lead a group. The one supervisor he had, however, pretty much refused to train me. Everytime something new came up, one of the other guys would say "how about I show Kommander how to do this?" To which the supervisor would say "no, he doesn't know how to do that. He'll fuck it up." The guy aparently doesn't know what the word "training" means. This led to several arguments, and he'd always throw a bitch fit and threaten to fire me if I argued with him again (which, despite his role, he didn't have the power to do. Only the owner was allowed to hire and/or fire people.)
The other employees would always take my side in these arguments, the owner, however, given Supervisor's bitch tendencies, would not, and futhermore, played up being hard on me in front of him so Supervisor would stop complaining about me.
After that, the Owner tried to train me himself, but he was busy and didn't have a lot of time for it. He also gave me a few easy projects either by myself or with the new guy to boss around, but there weren't very many. Over all, it just wasn't working out.
The way this job worked, we didn't have a set start time. I was sharing a car with my mom at the time, so I'd drop her off at work at 8:00, call Supervisor, and he'd tell me where to go and what time to be there (usually between 8:30 and 10.) One day, Owner wanted to start at 7:30 the next day. He knew about the car sharing, and I said I'd talk to my mom about going in early that day and I'd get there as soon as I could. He said that was OK because the other guys were going to be there and they could do without me for an hour or so.
The next day, my mom was able to start at 7:30, so I dropped her off, then called Owner and said I'd be there in 20 minutes. He said: "You said you'd be here at 7:30." I reminded him of the arrangement we made the day before, which he denied agreeing to and said "Never mind, I don't need you" and hung up. No idea what that was about.
I assumed "I don't need you" meant "you're fired," but Supervisor called me a week later wondering where the hell I was. I explained that I thought I had been fired, which apparently that wasn't the case. He then asked me if I wanted to work that day. I thought about it for a second and a half, and then said "Umm... no. I'm tired of the bullshit. I quit."