I've done that twice, OP. Both times were similar, and were at the same place (lol), a large chain national grocery store.
I worked there the first time knowing that I would only be there for 3 weeks. I didn't tell them because I was pretty sure they wouldn't hire somebody for 3 weeks. The reason I was quitting so early was because I was moving cities but needed a couple hundred bucks to finance the move and keep me on my feet while I found another job in the other city. By the time I quit, I had about $600. I told them that it was an emergency and that I had to go, and that I was sorry.
The second time was 2 years later, and nobody from there remembered me, even though I remembered them. They couldn't find any of my employment records when I told them I had worked there previously, so that was good for me I suppose. I was planning on working there for a few months until I found a better job suited for a university student. I ended up working there for 2 and a half months. I gave them my 2 weeks notice when school started and I had found a suitable replacement job. However, they started treating me like total shit right after I gave that in (probably because they can never find anyone to work there because it's a total shit job for minimum wage which is physically hazardous and completely unfulfilling). So I just didn't come in for my last week of shifts. They called me a few times but I didn't pick up.
It all depends on whether you want a good reference from your boss. My boss was the biggest ***** I have ever encountered in the professional world, and I sincerely hope she dies a painful and slow death. Very condescending and uncaring. My direct supervisor was on his annual vacation pretty much the entire time both times I worked there, so I barely worked with him either. I really don't feel bad about any of it. I would use them again for the same thing if I have to, but I hope I don't. In fact I might just prefer going on UI and/or doing odd jobs from craigslist as opposed to going there again, if I do become unemployed in the near future.