People talk about RAID 0 and drive failures, controller failures, etc.
In my experience, the biggest cause of failure is by the person tinkering around. Adding or removing hardware, and inadvertently destroying or disabling the array. If you are self builder, and like to tinker, probably the biggest RAID 0 disaster occurs when they reset the BIOS for some reason, or update it. As all the RAID settings are disabled by default. As soon as they do this, they don't exactly realize what they just did that killed their array, and by the time they figure it out, they have messed with the drives too much to get the original array to re-establish.
But however it happens, RAID 0 is a sure fire way to lose everything you have if you don't back it up somewhere.