Yep, happens sometimes and when it does I simply stop talking. Noone is listening so no point opening my mouths.
If it's with friends they usually come back after few minutes, apologize for interrupting and ask me to say it again - it happens to all of us that we have a sudden thought and need to interrupt before it goes away.
When it happens in other situations I revert to listening mode - probably people are not there for listening others but to tell their stories. They want to be heard more than anything else or simply come up as witty, funny or the most talktative - must be they need a boost in self-esteem :)