I have to admit that on the whole my SPDs have released in crashes (including an absolutely corking one where I managed to vault over the bars and land on my feet in front of the bike!), but they have also kept clipped in a couple of times (as per above for one) and this did lead to one of my most interesting biking moments. I had an off whilst riding the steps in Meanwood Valley Park, as I went over I looked at my feet to se eif I had clipped out, only to see tree-tops instead of ground at the other side of my feet!!!
As Biggsy says, don't let it put you off going clipless, the advantages way way outweigh the minor disadvantages...