I did with my ex-T. She was always touching me during our sessions when I didn't want her to and asked her to stop. I only had a handful of sessions with her. During the last session I had with her she was touching me and I kept asking her to please stop and move her chair away from me (it was always next to my chair) and she laughed at me and said "Oh come on, you don't mean that" and grabbed my arm. I stood up, told her to get away from me and walked out. I slammed her door so hard I thought it was going to fall off. I did not go back to her.

With my current T I have never walked out. I have gotten the urge to as things sometimes get really intense but I know its best for me to stay and work it out.