They break. Over-speed them, or buffet them with very gusty winds, and they’ll break.
The failure rate isn’t high, but the number of turbines installed recently is large, and utilities and operators will start to develop failure analysis studies and statistics in a few years.
Ice and snow build-up on the blades distorts the airflow over the blades and can result in unplanned stresses on the blades.
We had one turbine in southeastern Wyoming launch a blade. You don’t want to be near where they land...