I haven't walked out of anything because I'm also a "I've paid for this so I'm going to see it through to the bitter end" sort of person - but if I could have got out of my seat (went with friends, sat in the middle of them) when we went to see The Beach with Leo di Caprio, I might have done so. Annoyed the fuck out of me.
When I went to see Silence of the Lambs, a couple left halfway through that. Not even at a particularly 'orrible bit, either!
But I don't go to see films that I don't think I'll like, or that I'm not sure about - I get them on video or watch them on the plane when I go back to the UK, that sort of thing. Then I have choice and control! So I gave up on Les Mis after half an hour (SO dreary and soul-destroying, just couldn't be doing with it) and The Revenant was just too bloody violent and gory, so that only lasted 15 mins. I don't watch horror movies because they're really not my thing, I have far too graphic an imagination and the pictures stay with me, come back into my dreams etc.
I have fallen asleep in a couple of things though - Good Morning Vietnam, for e.g.
DH fell asleep in Ray, but I quite liked that. He wishes he'd walked out of Solaris, but was there with a friend of mine (I was working) and neither of them knew the other well enough to say "this is shit, fancy a beer instead?" 