Must be a common failing. Happened to one of my lads last year - same thing, had a new tyre fitted and the next day his wheel fell off - lack of tightening on the wheel nuts.
A few years ago I was driving on the A21 when a wheel overtook me. A few seconds later a van overtook me on three wheels with huge showers of sparks coming from the nearside end of his rear axle where it was grinding along the road a 50mph

When it eventually stopped I pulled in behind and asked the driver if he was OK - he was so shocked all he could say was "F*** me!! f***me!!" over and over again.