I've never had it happen to me, but I've seen it happen to 2 other people.
The funny thing is, they were both in the (then) Merida enduro, and they were both people who had turned up the day before and spent the whole time with their bike on an expensive looking stand, meticulously taking off, cleaning up and putting back every single part on their bikes (chains included). Both of their chains went pop on the first serious climb up out of Builth Wells on to the Epynt range - all of about 2 miles from the start.
The moral of these particular stories is "if it ain't broke, don't try to fix it".
Although I must say, I was impressed by the cleanliness of their bikes as they clattered into the tarmac....