JUST BECAUSE IT'S FOUR-WHEEL DRIVE doesn't mean that it'll go anywhere you can point it. I saw this hung-up Blazer, whose owner had apparently decided to take a shortcut over the kerb and down a bank without measuring ramp angles, yesterday.
They don't go anywhere when the wheels are in the air. I saw 'em tow it off, but I didn't stick around to see if it would drive, or if important bits had been scraped away in the process.
I don't have the religious opposition to SUVs that some people have, but I have to say that people seem to expect more from them than they can really be expected to deliver. Just because all four wheels will deliver power doesn't mean that they're immune to the laws of physics.
UPDATE: Big SUV-winching image moved for the benefit of dialup users. Now you can see it here.