Wow... Where do I start?
I've walked out on several games, many during a session in progress. I suspect that I'm somewhat unique in this situation, most people don't seem to burn through groups like I do. The vast majority of the time, I leave a group because the DM/GM has control issues, differing in severity and expression, but always a dominant part of their personality. Sometimes it's an extremely obnoxious player.
I'm going to just share a brief rundown on groups that I've left on various editions, it just seems a natural way to do it.
Advanced Dungeons & Dragons: The last 1E game I walked out of was in April of 1997, and it was over an obnoxious player and a DM that basically told me to deal with it. We had a guy that was playing a halfling thief. The player was committed to the idea that his thief
must steal things, and that his choice of race, class, and alignment meant that he had
carte blanche to do as he pleased. I was playing a paladin at the time, his background was that he had become a paladin after his fiancee was killed by undead and he'd sworn to avenge her. As a grim, focused sort, he was the butt of constant jokes and harassment from the thief. At first, it was all in character and a bit amusing. Of course, my paladin did most of the talking on behalf of the party because he had a Charisma score of 17--by far, the highest in the group. The thief would grumble about me not getting the best rewards for our missions, but it was all in good fun.
In a dungeon expedition, the party was slogging through a bunch of skeletons on the first level and decided to camp out for the night. We set up a camp near the dungeon entrance, secured the doors to our chamber, and took turns on watch. The next morning, several people had items missing. Later on that day, the halfling thief casually whipped out our items in preparations for a battle (our holy water, flaming oil, and the like). Naturally, the group got pissed and confronted him about it, to which the player immediately jumped out-of-character and called on the DM to save him. "I don't allow inter-party conflict in my games. You can't fight each other." The players looked at him, each other, and basically stayed pissed about it while the halfling thief used our pilfered goods willy-nilly. The second night on watch, we didn't allow the halfling to take a watch. The party was awoken in the middle of the night by a bunch of skeletons bursting into the room. Our weapons (and that thief) were gone. We had to beat feet to escape, only to find our weapons hanging from our ropes from trees outside the dungeon.
We immediately pulled aside the DM and asked him what was going on. Apparently, the thief had snuck out of the room with two people specifically watching him, took everyone's weapons, and then baited a bunch of skeletons to follow him back to our camp while he tied our weapons up in the tree outside. The DM explained that he found this behavior perfectly acceptable because the halfling thief was doing it "in character" and because he hadn't directly attacked us--the skeletons had.
Four people, including myself, walked out of that game right then and there.
Advanced Dungeons & Dragons, 2nd Edition: 2E saw a glut of DMs that, for whatever reason, viewed the game as "theirs." It was sort of like dealing with frustrated novelists that wanted to dictate to you the actions, dress, background, and possibly even the dialogue of your character.
Suffice to say, I walked out of several 2E games where a DM told me that I was required to play a pre-gen that he designed (and read an accompanying 20+ page document to play the character "right") or flat-out told that my character "would never do that." I really hate playing a guessing game where I'm trying to figure out what the DM wants me to do in a situation.
Dungeons & Dragons (3E/3.5): The last game I walked out in in the 3.5 era was in June of 2008. The group had a DM that was a total basement-dwelling troglodyte who was disturbing and depressing on several different levels. We had a lesbian couple playing with us, and he was constantly frustrated because he was so damned dense he was trying to pick them up. He'd come on to one or the other and constantly shower her with in-game perks like cool magic items or allowing them to accomplish things without rolling, and when that woman turned him down, he'd lash out by having bad things happen to that character while putting the moves on her girlfriend. A few of the people there explained their preferences to him... To which he would reply, "No, they're not like that, they just don't have boyfriends." It was sort of like trying to talk to a desperate, sexually frustrated brick wall. he just didn't get it.
As far a game-related issues, he would make up house rules on the fly, arbitrarily add monsters to an encounter that he felt was too easy, and otherwise engage in acts of ass-hattery designed to demonstrate dominance over the players. We had a two-weapon ranger, and the DM would constantly tell him to rebuild to an archery ranger. That wasn't the type of character the guy wanted to play, so he never did--but it was brought up at least once every session about how his ranger was "underpowered" because he wasn't an archery ranger. One day, he had an entire tribe of orcs dog-pile on our ranger and take him into negative hit points literally minutes after beating that dead horse again. The player walked outside and the DM followed right on his heels. I was hosting at my house that day, so I followed to give the DM a piece of my mind as well. It basically boiled down to the DM telling the ranger's player to "take the game seriously" and play his character "right" or leave the game. I told the DM to pack up his stuff, get the hell out of my house, and find a new group.
Dungeons & Dragons (4E): I've only left two 4E groups so far. It's actually been a bit difficult for me to get into 4E groups, most of the groups in my area seem to balk at the idea that I'd play 4E without using the character builder or a Dungeons & Dragons Insider account. I've been told that it's too complex of a game for me to understand and that I NEED a computer to perform basic arithmetic for me. Meh... Not the sort of people that I want to game with anyway. If I stick with 4E instead of Pathfinder, I'm sure that I'll have more horror stories.