Cats don't purposefully fall from heights, but it can happen accidentally in the ways that Beo's answer states. You can see dozens of videos of cats falling short distances on youtube by searching "cat fall", so it's not difficult to imagine the same mistakes being made even when the stakes are much higher.
Cats falling from apartment buildings has been called "high rise syndrome", since veternarians have noticed a tendancy for cats to be less injured when falling from 6-8 stories than from 1-2 stories. The thought is that a longer fall time gives the cat more time to flip its body to land on its feet. However, it may be that the cats who die from the longer falls are not taken to the veternarian, so it's difficult to know the truth from observational studies.
What we do know is that injuries are common no matter what the fall height. In one observational study, "Ninety percent of the cats had some form of thoracic [heart/lung] trauma", and in another "Falls from the seventh or higher stories, are associated with more severe injuries and with a higher incidence of thoracic trauma."
Clearly, you should take some types of precautions to protect your cat. The ASPCA recommends the following steps:
- To fully protect your pets, you’ll need to install snug and sturdy screens in all your windows.
- If you have adjustable screens, please make sure that they are tightly wedged into window frames.
- Note that cats can slip through childproof window guards—these don’t provide adequate protection!