Got my first flat in over 5000 miles last week. I picked something up in the last 5 miles of a 50-miler and was able to make it home before the tire went completely flat. I always ride with a Zefal and at least 1 spare tube, but was relieved to not have to fix a flat in the 30 degree temps.
Turned out to be a tiny 1mm shard of glass that poked through. However, right next to the glass were 2 places where the tread was worn to the casing. Not sure if the two things are related, but the tire is toast. Only had about 600 miles on it and it's a Michelin Pro4, which I can usually get at least 1500 miles.
You can see the small cut from the glass to the left of the wear patches. Still puzzled - don't remember any lockups or mad skidz.