This is a true story, and it happened to someone on Hitched. Click here for the story.
The moral is, never, never, NEVER leave the country without proper insurance, even if it's just a day trip down to the US. I've heard enough horror stories to know that you just don't do something that foolish.
Thinking that nothing will happen to you is reckless. The moment you set one toenail outside of the country, anything can happen to you. And without proper insurance, the thousands of dollars of medical bills, quite frankly, is the least of your worries.