If you leave within the first week, either:
it's not the job they advertised
You are an it10t for taking the job without doing enough due diligence to work out what you were getting into.
I've seen people last 2-3 weeks before leaving. In those cases, I dont think they gave the job enough time before working out it wasn't for them. Obviously, they didn't ask the right questions in the interview (and I was one of the people interviewing them)
All up, I think anything less than 3 months (ideally 6) is a cop-out. But if you are really really unhappy, talk to the manager etc, and work out why the reality is SO different from the advertised job.
I only know of one person who literally walked out of their job. He was a network admin, and installed a product which messed with their Exchange server in a bad way (he altered the default setup against advice). A VERY bad way, like they had to buy the product, or lose all email except the previous 3 months. He literally packed his desk up and walked out, tho I think he left a note for the managers.
We (I was working for the vendor) sorted out the exchange server (and I think they ended up becoming a customer), but I dont know what happened to the admin.....