I would hate to even imagine what it would be like if a gyro came loose. Pretty much all you can do is hit throttle hold, set your tx on the ground, close your eyes and begin to pray that gravity doesn't totally trash your helicopter.
Fortunately enough for me, I haven't crashed my Trex 500 yet but I'm sure that my day is coming. I have, however, crashed several of my planes and it's a very sickening sound to have something that you love to fly get bodyslammed to the ground, leaving you wondering just how many pieces you are going to recover.
So....let's all be safe out there and be sure to double check that your gyro's are mounted firmly and securely. Pre-flight checks!