Been there -- Done that. I was driving on the interstate at 70 MPH when a car pass me and waved me down. I had lost the wheel about 5 miles back -- 50 miles from home on a 1,000 Mile 6 month trip. Never knew it.
I think that I lost my wheel because I had removed the wheel (at home) to check the bearings before I started the trip and when I tighten the lug nuts I lowered the wheel to the ground to keep the wheel from turning as I tighten the nuts. But this prevented the wheel from seating properly against the hub.. So when I pull down the road and the wheel seated properly the lug nuts were not tight.