Well, I read about one instance where it happened, and the brakes didn't apply. (Not sure how that could happen other than a mess-up in building the train. You'd just about have to have both angle cocks closed.) Both fragments continued, for miles.

Can't cite a source (I think I read about it on the Altamont Press discussion board). And that's only one instance. And it could have been reported incorrectly. But it appears to be possible for this to happen.