Well, it does depend a little on circumstances, and it's not without its consequences. You should generally avoid burning any bridges you don't have to, and it's not just the company's attitude to you that you need to worry about; other employees might remember you as that guy who up and left unexpectedly which made life difficult for everyone. Which can bite you in the arse a year or two down the line when they're a different company you're applying at and might have a say in hiring.
But if the company's treating you badly, or conditions are unnecessarily dangerous? You are justified in just leaving without notice, and such things are a secondary concern. And if things are bad enough, said hypothetical other employee may remember you as the guy who had the sense to just get out ASAP.
Phyllis Hartman says employees have a responsibility to try to communicate about what's wrong. "Start figuring out if there is anything you can do to fix it. The worst that can happen is that nobody listens or they tell you no."
No, that is not the worst that can happen by a longshot. The worse things will generally run afoul of workplace bullying laws, but that's small comfort.