Since winter is about here, this is a good time to brush up on maintenance of your bicycle. (Check out the
metanode.)
If you've ever wondered why your chain always seems to fall off your bicycle, here are some reasons why. This is a compilation from experience and lots of diagnosis.
1. You may be jumping your bicycle too high and landing too hard.
2. Your chain length is too long. You need to shorten, probably by removing one link at a time. Measure by shifting into the largest cog in the back (lowest gear) and shifting to the largest chainring (in the front). Although not a good practice, shifting into these gears will indicate your chain length limit. If you can't do the aforementioned, then it's probably not the chain length that's the problem.
3. If your chain skips and then falls off, you probably need a totally new drivetrain.
4. Your rear derailleur might not have enough tension.
5. You powered on a larger gear than you should, thus breaking a link.
6. Your derailleur has disappeared. (I've seen this happen.)
7. Your chain has stretched - in which case, replace it.