I've had that problem...cycling to work and my chain wouldn't engage all of a sudden, so I tried to get a bus for the rest of the journey. Wouldn't let the bike on, which was no massive surprise. No lock either as I leave that at work (it's safe, so no thieves can tamper with it, unless they work for the company I work for), but saying that, I don't think I'd have wanted to have left it where I was. Would have taken me ages to get to the nearest train station as well, so I called other half in the end and she picked me up...would have called insurer for a cab but I'd forgotten to store their number on my new phone...
If you don't find yourself in a fix like that though...just ride the bike...much more fun than a bus...