Going back about 40 years when mag wheels were just coming around I put a set on my 66 GTO. I lived only 2 miles from the tire shop were I bought the wheels & tires.

By the time I drove home two of the wheels came lose, the right rear actually came off and rolled up the street about a block and ran into the back of a police car. After the fuzz found out were the tire & wheel came from I got the car off the road. A car behind me stopped to offer help, I asked hime to go back to the tire shop and send down the boss.
After getting everything taken care of, like the car back to the shop, the fuzz talked out of giving me a ticket ( they gave it to the tire shop ).

After everyone took a look see at the car & wheels they found out that two of the four wheel's did not have the tapered seat cut into the lug nut area. I ended up getting two new wheels, one new tire, the one that came off got cut by the wheel well lip as it walked off the studs. Not to mention the damage to the 1/4 panel and the big ol dent in the rear bumper of the police car all by the tire shop. And if I remember right the tire installer lost his job ? But I later heard he took the company to court for letting him go because of a wheel defect not caused by him, plus all back pay.

I have heard this same story several ties over the years.

 

i just experienced the the driver side front wheel has three sheared studs.
If i had been driving at speed this might have caused the wheel to come off 2009 HHR SS.

 

Did you determine the cause of this problem?

 

Sounds like someone over tightend these.

You would have not lost the wheel as you had two more. They may have viberated to let you know something was wrong.

Some times lugs will come lose as the wheel is not seated on the hub fully. Also with aluminum wheels you should retighten them after about 20 miles.