I can add my voice to the choir. I've had this happen twice, and I don't have all that many lights and am only on my 3rd dozen box of sure fire batteries.
In both cases it was under heavy load, a p61 bulb. I used the flashlight quite a bit and it was operating fine though getting warm. When I put it to bed I was still getting a good amount of light out of it. It was perhaps a little more than half way through what should have been the useful life of the batteries, 10 to 15 minutes into the 20 minute runtime.
The next day I pushed the button and got nothing, nada, zip. Didn't even glow. Upon putting the cells into my ArcLS one of them was so dead it didn't even make it light up and the other one got me a good 30 or 40 minutes of LS light before entering moon mode.
So the battery didn't actually fail under use, but sometime after that as it cooled down inside the light.
I've had this exact chain of events happen twice now exactly the same.
Interesting huh?