Sort of, but not after a long history of bull@#$%. I approached a new boss within the first few days of my previous job, intimidated, and said "Maybe I'm not cut out for this". And he said, "Just try it for two weeks". That job lasted over 4 years, and remains my sentimental favorite job of all time.
I'm different, however, if the job is deeply flawed and I doubt the power of management to affect change. I have walked under such circumstances, and never regretted it.
The person below me wants to audition for local theatre.