Wheels come off when the wheel nuts holding the wheel to the vehicle lose clamp force and become loose. There can be a number of reasons why a wheel nut can become loose.
Torque-Tight Lug nut Indicators are specifically designed to identify a lug nut that has come loose. Torque-Tight indicators are a small piece of plastic that is fit overtop of the hex on the nut and are indexed in a pattern around the wheel. If a nut begins to loosen the indicator spins which allows you to visually identify the nut has moved.