In 12 years of flying electric, I have never had an ESC "fail". I assume you are using fail to mean that it is no longer useable.

I have had 3 different brands of ESC's stop because of overheating. Well, the temp cutoff shut them off with no damage.

This year will be the 6th using the Spin66. No problems with them..
And they have shutoff for overheating...before learning that they need airflow on all sides. 

So far, they have been quite bullet proof!
But I always carry a spare!!