I've done this twice, well, just once where I simply said I was going to the bathroom and left and another time where we were both in a car on the way to a movie and I turned around and took her back to her car.
The one I walked out on was at a bar/restaurant and the conversation was painfully uninteresting. This was a first date and we'd both agreed to meet at this place. I thought, "oh, I'll just have a drink and say I have to go" when I excused myself to the bathroom and somewhere in between the table and the bathroom I realized that was more than I wanted to bother with, found the waiter, gave him a $20 for our table (we'd only gotten a drink a piece) and told him to tab it out and keep the rest and start her a new tab if she wanted.
And I walked out. I never felt good about it but this was a blind date a friend set up and I was mad he'd put us together because it was clearly not a match. I don't even remember what she wanted to talk about but I didn't care. I didn't want to bother with her at all.
The time I turned around about 15 minutes into a date was with a girl I'd been seeing for maybe 3 weeks. We'd met online, OKCupid I think, and she was okay but was boring AF. She had these pre-conceived notions "date night" and "obligations" I had to her. It was stuff she must have picked up from some movie or something but it was excruciating to listen to but she had great tits so I tolerated it for a couple weeks.
When I picked her up to go see the movie, I knew it was trouble because I was getting more and more irritated knowing she'd bore the hell out of me again and want to play dick and pussy games. While driving, and hearing her drone on about whatever, and knowing she'd have some kind of sexual hangup later (she'd do oral but not actual intercourse and that aggravated the hell out of me, too), I told her it wasn't working as I turned around and took her back home.
She was a bit shocked but didn't get pissed at me right then. I dropped her off and said goodbye and everything seemed alright. I went out later and hooked up with some girl with okay tits but who didn't play the dick and pussy games and forgot about the girl I dumped mid-date.
Then she started texting about 2 weeks later to berate me. I blocked her number and that was it. We never friended one another on FB so it was fairly clean.
But both times I did this was pretty much out of boredom. I didn't want to listen to her jabber on about stuff that was uninteresting to me.