I remember someone once asked my Krav Maga instructor what he would do if someone threw a grenade at him, and he said "die?" (after he stopped laughing). While that's not strictly true-- there are ways to minimize your chances of being killed by a grenade-- it expresses a good point, which is that there are certain circumstances that martial arts aren't really designed to protect you for. Thankfully, though, those circumstances are unlikely to occur in civilian life, and knowing martial arts does help against the random drunk/crazy guy and the like.