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That wasn't a figure of speech: We literally had a wheel fall off on the highway (specifically the passenger front on the 240SX). Thankfully, we were checking our mirrors often and noticed the wheel hanging out of the fender. After changing my pants on the side of the highway, I had to come up with a fix.
I’m still not 100% sure what happened, but it looks like the wheel nuts backed off. Believe it or not, this is not the first time this has happened. I'm pretty sure the crappy wheels and crappy lugnuts are mismatched so they don't seat onto our crappy hubs properly. We sheared off one stud and the other three nuts all came off as well. By pure luck, the three nuts landed in the wheel and were held there by centripetal force, sitting right next to the car when we pulled to a stop. We jacked up the car, reinstalled the wheel, and hobbled off the highway. This would not get us to our destination as the wobbling wheel had severely damaged the lug studs and with only three left, it was only a matter of time before the others failed as well. However, it was good enough to get us off the highway and find a repair shop.
This could have been really bad. The brake caliper and rotor gouged up the wheel and ripped off the wheel weights. The edge of the spring perch also began to cut the inner edge of the tire. Had we gone much further, either the wheel would have come out or the tire would have shredded. Either of these occurrences would have resulted in a dangerous crash. Once off the highway, we found a repair shop that was open and headed over. At first, we planned to replace the studs and missing nut, until I remembered I had a few parts bins in my trunk…with an entire spare hub. The wheel bearing was worn out, but it still had all four studs in it. We got the car off the trailer, swapped in the new hub, and while the car was on the lift, we were able to get the driveshaft loose (it required heat to loosen the nuts). Now we could load the car properly. 
Once on the trailer, with the bolts loosened, we were able to remove the driveshaft completely. Since I had some more pressing issues on my mind, I didn't think to take many pictures (and what I did take was on my cellphone) the repairs were done by Curry’s Auto Service in Fairfax, VA. The mechanics and service tech were very friendly and worked with my hair-brained schemes. Best of all, they were even open on New Year’s Day. Did I mention this all happened on New Year’s Day? Because that’s important. Having a hub in the trunk ensured that we would not be stranded as a lot of parts stores were closed too.
The damaged wheel and busted hub are minor inconveniences, since they were destined for the scrap heap anyway. But chewing up the hard to find R32 caliper really sucks. UGH!!! Obviously the lesson here is to be smart when you modify your car. Make sure your nut is the right type for your wheels and make sure you have plenty of thread engagement. I cannot stress how lucky I was because if that wheel had gone, I would have written off both my cars in one fell swoop.
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Have you installed auxiliary transmission cooler? I’m going to install trailer hitch in my VX to tow my small boat (2000lbs with trailer). I’m not sure if the factory coller will be enough.
We used the factory trans cooler. If you’re towing over steep grades or in high heat then it would be a good idea to do so. It’s not difficult if you want to, there’s a nice spot opposite the A/C fan behind the grille. You can fit a 17″ wide cooler in there with some basic brackets and splicing into the soft lines that go from the trans to the OEM cooler is easy in that area. Should take a couple hours to install.
The transmission really isn’t the weak point. This exact same drivetrain is rated to 5,000 lbs in the Trooper. The Trooper’s longer wheelbase gives it a higher towing capacity. That being said there are a LOT of horror stories online about the 4L30E and its reliability, so it would be a wise investment to put together and install a trans cooler kit if you’re going to do a lot of towing.
Can you state what the model number is of the Curt hitch you used? Thanks!
It’s Curt 13556. It’s the only hitch Curt makes for the VehiCross.