Well, since I usually can't even get into the waiting room if my therapist doesn't buzz me in, it would probably depend somewhat on what the weather was like, how tired I was, and whether I needed to use the bathroom.

I'd probably email right at the session start time if he didn't respond to the buzzer (I'm usually there 5 minutes early), call after a few minutes, and hang out for 10 minutes if I was stuck outside with no word from him. Maybe extend that to 15-20 minutes if the door was ajar or one of the other shrinks let me in to sit in the waiting room.

If I left I'd probably stay nearby until the session time was over, though--I don't have anywhere else to be in that time period, may as well get coffee or sit in a park or something while I wonder what on earth happened to my therapist. And if he got back to me with an explanation and an apology, I'd probably stick around until he showed up if my work schedule was flexible enough that day.