plugging the plug in linux?

[Gonda, Rumi]

has any one had any experience on how linux likes
it when in an embedded environment if you pull the
board out while it is still running?  It would be no 
different, I  presume, then as if you unplugged your
pc running linux.  When it rebooted it would do a
file check and repair the disk?  Or is that really a
big no no?  Are there other gotchas that one needs
to be worried about?  

thanks in advance for any information.