When wheels are fitted the mating surface between the wheel and drum/hub needs to be spotlessly clean. If this is the case then correctly torqued wheels will not "fall off". The problem arises when dirt, grit etc gets trapped. As the vehicle is in use sideways forces, especially when cornering, can crush this dirt effectivly decreasing the clamping effect of the nuts. That is why it is recommended that the torque be rechecked after 20/30 miles. Having said that, I've never had a nut that was not still at the same torque and I must have fitted 1000's of wheels to HGV's and coaches over my working life.
As euro says, if correctly fitted, wheels to not fall off.
As euro says, if correctly fitted, wheels to not fall off.