I know you weren't particularly interested in loose wheel nuts, just wanted to say that sometimes there is little warning. I lost a wheel before on the 110, the wheel hadn't been removed in 6 months and had gone through an MOT a few months before it happened. The only thing I can put it down to was clipping an embankment at very low speed (passing a van down a very narrow country lane) a few days prior to the journey during which it came off.
The only warning sign was a small vibration which made me decide to pull over, the wheel came off whilst I was changing lanes to pull over. The dash cam footage shows how little warning there was, and the music wasn't that loud.