I did lose my mucus plug with both pregnancies, but both of mine have been atypical. With my first went into the hospital 45 minutes after my 'first' contraction and was almost 7 cm. That first contraction I was convinced I had a bladder infection until I had two more contractions within about 7 minutes. Everyone was like "you've done so well to get to 7 cm at home!" And I was like "I woke up about an hour ago."
My second I was having "Braxton-Hicks" while out shopping. When we got home I was really bored and annoyed with my husband for working. So I started timing the BH for fun and found they were happening every 3 minutes. I called the after hours nurse and chatted through them and she said come down and get checked out, so we went down about an hour later. I almost didn't bother taking a bag along.
They hooked me up to a monitor and saw there were WEE TINY contractions and the OB was going to send me home when she got the bright idea of having the student doctor do an internal for practice, which was fine with me 'cause I wanted the info. I was over 5 cm dilated and the membrane sac was bulging (which confused the student doctor entirely). I had my son about an hour later.
I'm kind of glad I was not in the car going home at the time.
So yes it does happen. I don't think it's totally typical.
Having said all that I'll probably have a 48 hr labour with this one or something.