I can't think of a movie I've ever actually walked out of but I was really tempted with The Hunger Games. Had Adam not been there I probably would have. Didn't like that one at all.
I almost walked out of the first Harry Potter movie but that was because my boyfriend at the time (who'd insisted we see it by the way) was totally whining that he was bored and ruining the movie for me.
I've made it through some really terrible movies though. Gosford Park, Clifford (not the big red dog, haha) and 2001: A Space Odyssey come to mind.