I've left the cinema before the film finished a few times:
'Never Say Never Again' (James Bond film) because I was a young snob - though it really was a crap film
'Eraserhead' because I was going to faint
'The Tin Drum' because I was going to faint (I went back in later)
'Pan's Labyrinth' because I did faint (went back another day)
I didn't walk out of Van Helsing, I just fell asleep.