The only time I ever willfully left a film in progress, meaning to quit watching it, was when I was a child, and asked my mother beforehand to leave Fantasia at the moment when the "Night on Bald Mountain" sequence started. I had seen Fantasia multiple times before, but dreaded becoming scared or upset during this part of the movie. My mother agreed, so off my mom, my sister and I went when this part of the film came on.
My mother took me out of The Tomato That Ate Cleveland when my father took the whole family to see that one (needless to say, I was a child here as well). There was a suggestive nude scene that came on that my mother felt was inappropriate for eyes as young as mine.