The closest I'd gotten was walking out a supermarket job. I'd just gotten a job as an engineer after finishing uni, but the pay was about the same, so figured I'd keep weekend shifts and work two jobs. After my first week working as an engineer. I wrote a quick letter of resignation in the supermarket break-room halfway through my shift, and handed it to the manager. I had intended to hold off till the end of my shift because supermarket workers are always short staffed anyway, but said "fuck it". I wouldn't advise it if you are dependant on them for references though. Also, if you don't want to give notice and work the last few weeks in a real job, tell them you're going to work for a competitor, and they'll make sure you're out of there that day.