I'm sure there are some examples of someone leaving when lightning was about to strike and make all the insiders rich. Those instances are even more rare than start-up successes making employees rich.
Even in my own case, where I joined a company thinking I'd leave after a year but stayed 5 years because I was still learning things (and had optimized my career for learning the whole way), there were still some times after I left where I thought, "Man, if only I still had access to <old design doc or code>."
I see financial motivations coming up much more often when people say "Man, I'm glad I stayed." Vesting cliffs are really easy to predict, and even IPOs and acquisitions have some hints coming; if you're about to get a major windfall, you'll probably know it.