Indeed, while I don't want to diminish the cost and disruption of walking out of a job, it's much less likely to have long repercussions in industry than academia. In all of the industry jobs that I've never held, nobody has ever asked me for a letter of recommendation, and I don't think any of my employers have even checked my references. Also, changing jobs in industry without the blessing of your current employer, even after a brief tenure, raises no eyebrows.
The situation is even worse for grad students, who leave empty-handed if they walk out. I had a great advisor, but I also heard horror stories from friends.