I recently walked out (w/ 5 year old son) on Spiderwick Chronicles. The movie was disturbing and will never be a classic. I should have walked out on Perfume a couple years ago, but my sister and I had too much fun laughing at the audacity of it.
I did rent that movie w/ Sarah jessica Parker getting Matther Mchaunaghey (sp.) out of his parents house, I asked for my money back. They have a service where they will refund up to 5 rental fees a year for bad movies. I had never used the refund until that movie, and haven't since.
I work at an indy cinema and we usually have people walk out if there is too much sex in a film, but we do live in the sticks, and have a lot of older movie goers.