Happened to me on a Ffestinog Round Robin a couple of years ago. I lived in Stourbridge at the time. Train broke down at Pwllheli...to cut a long story short, I missed the connection to the last train to Birmingham. I didn't have an advance but I did have a return from Stourbridge to Birmingham which I used to connect to the start of the Round Robin. They bussed us out to Shrewsbury and I fully expected to be put on the next train to Birmingham where I could connect to the very last train to Stourbridge that night. However at Shrewsbury station, when they asked for everyone's final destinations, Arriva trains told me they would arrange for a taxi to take me straight from Shrewsbury to Stourbridge instead. Was very impressed and remembering emailing Arriva next day thanking their Shrewsbury staff.
Having the Round Robin tickets didn't make a difference at all. (Although a good tip might be doing the Round Robin in a clockwise direction in future so my last journey home is on a main line!)
Edit: Just want to point out that I don't know if this is the norm or if I was lucky.