This only applies to certain cases, of course.
Through 'user error,' I managed to launch a sql script (at the end of the day, natually) that was still running the next day when I came in. Because it was a script that populated a table, I knew if I tried to cancel/kill the process, it would then attempt to roll it back, which would take forever and a day.
Luckily, my script used sub-queries in it. In cases such as this, all you have to do is to add data somewhere/anywhere that the sub-query is looking at, so that the sub-query pulls back more than one row. Tada, script errors out.