funny you mention this, my chain snapped on my commute bike on my way to work the other day. Most likely from a violent chain slap, (it was a REALLY crappy road). Unfortunately I hadn't lubbed my chaintool on my multi-tool (and the turn-key SUCKED) so it kinda got stuck halfway through the pin.
http://www.parktool.com/repair_help/FAQchnRe.shtml