So far 14 of these types of stars have been found using the Hubble Space Telescope. They are young stars moving through our galaxy at around 112,000 mph, or 180,250 kph to those sensible enough to like the metric system. The stellar wind from these stars slams into the interstellar gaseous medium to form bow shocks trillions of miles wide and it is thought that these will turn out to be rather common.
The question remains, what set these stars off? One suggested scenario is one binary star set met another in large star clusters so that the orbits became unstable and one of the stars got flung off. I think this is very likely due to the fact there are so many binary star systems. In fact many of the stars you may observe with the naked eye are binary.
The other factor that makes this likely is the n-body problem of physics. One can get some really complex and unstable motion with 3 or more interacting massive bodies. In fact, for more than 2 bodies there is no general analytical solution. One can make some general progress by decomposing the problem into 2 parts, a center of mass problem and then try to find the internal motions of the system, possibly, in the 3-body case, treating one of the masses as negligible (see here for an example). What is also often done is to use perturbation methods where, for example, the gravitational force of much further objects may be treated as perturbations. For a very cool simulation that shows the complexity of motion possible for even just 3 bodies, check out this site. You may recall that the planet Tatooine in the Star Wars saga had 2 suns. Looking at this simulation, it is a pretty major miracle that Tatooine hasn’t been literally fried. The Force must really be strong there.