Many worry that their ATM cards will be eaten while on vacation. I was once a branch manager for a big bank. My branch had two machines, each processed between 600 and 1000 transactions per day.
Our machines generally grabbed between 50 and 100 cards per month. Of those, probably 85 percent were bent or warped slightly from being in people's wallet. The machine couldn't make them go back through the slot and rerouted them to the collection box.
Almost all the other cards kept were from accounts that had card theft or account closed for abuse issues.
We would get maybe three a month (out of 45 to 50 thousand transactions) where it wasn't apparent why the card had been kept. It could have been that the cardholder left the card in the machine and walked away (I did it once), after about 10-15 seconds the machine will pull your card back in and reroute it to the collection box. There is an outside chance that a power surge or outage caused the machine to keep a card.
If the card has been demagnetized, isn't part of a participating network or the network communication is down the machine won't keep your card. It will say, "Cannot complete transaction" and spit the card back out at you.
The two main things you can do to reduce your risk on the road is order a new card a few weeks prior to your trip so it's flat and nicely magnetized. Also let your bank know you will be on a trip. There is always a chance the bank screws up but if they do it right, you won't get any possible fraud alerts that tie up your account until you call the bank.
Always have a back up. The card is technically the property of the bank. Going inside the bank and asking for your card back is against policy (although it sometimes works if you're convincing), they are supposed to mail it back to your bank for them to sort out which does you no good on your vacation.