I had once, and I was close to wishing they had suceeded!
I had some rather tasty 17s on my celica (bear in mind this was mid 90s) which were 2 or 3 inches above the standard fit at the time. By 90s standards they were pretty large
Some scrote(s) tried to steal one of my wheels, managed to get the four non locking ones undone then of course found that the locking one wouldn't come off.
I found out the day after that they had tried as i called a mate to say something was up with my car and could he drop round.
I had been out all day at a paintball event I had organised, and it was basically dusk as I left, along with 30 people from work who decided to make progress as it was late.
During that it was clear to me something was up having a vibration that hadnt been there the day before. I would have noticed earlier but I was really early when I went in the morning and didnt go that quick as I wasnt familiar with the area.
I knew something wasnt quite right but put it down to the roads being ******.
IT turned out the next day the 4 no locking ones were finger tight so the wheel could wobble under load. Yikes!