I have left films mid-way for non-film reasons, but I think the only film I watched in a theatre that I actually left because of the film was The Foxy Merkins, which played at Fargo's LGBT film festival. They used a cop (mock) shooting a black maid as a plot device/punchline. I was like, all the nopes.
Now, obviously I've shut off DVDs of scores of movies because it wasn't working.