I have had a spoke break whilst doing 30mph down a very technical down hill section. When I heard the ping rattle rattle rattle, I knew what had happened. One of the tools I carry with me is a spoke key, so I took the broken spoke and wrapped it around an adjoining spoke and then proceeded to roughly true the wheel with the remaining spokes. If you decide to do this after a technical decent, it is a good idea to leave the wheel for a few moments to cool down, you will be surprised just how hot they get.
Another time I had a couple of spokes go due to an accident where I swerved into a wall whilst having front panniers on due to somebodies mutt suddenly running across my path. I managed to find a bike shop and purchased a new tyre and a couple of spokes. I had a fully loaded bike at the time, I set about rebuilding a wheel at the sandbanks ferry car park before boarding said ferry and crossing over to the isle of purbeck and continuing my holiday.