Succinct:
Unplugging a drive when the last image opened in GIMP was on that drive results in an error dialog appearing multiple times when using File > Open.  Clicking 'cancel' or 'continue' does not stop the dialog from reappearing.  Any navigation action (opening a folder, going up or down a directory) causes the series of error dialogs to reappear.  Closing the files opened on the drive does not help.  Closing GIMP does not help.  Opening another image file using the 'Open' dialog stopped the problem.

Complete:
I plugged in a friend's SD card into my computer to get some pictures.  The pictures were in a format I didn't recognize, so I used GIMP to verify that I could read them before copying them to my computer.  GIMP opened them, I copied the drive, removed the files, and hibernated my computer, leaving GIMP open with one of the files.  I came back later and tried using File > Open... to open a new picture.  As soon as the 'Open' dialog came up, an error message appeared saying the E drive was disconnected and could not be opened, with the options to cancel, continue, or try again.  I clicked cancel.  Another one immediately appeared; I clicked cancel.  This repeated six or more times.
Eventually the wave of dialogues subsided, and I clicked on a folder I wanted to open.  The error dialog reappeared, and I had to click through another wave of dialogs.  I then tried another folder in the tree, with the same effect.
I clicked cancel on the 'Open' dialog, closed the remaining images which had been opened while the SD card was plugged in, and tried File > Open... again.  The same error dialog reappeared, and continued to reappear as I navigated the folder tree.  I closed GIMP.  I tried again, and the same error dialog repeatedly reappeared as I navigated the folder hierarchy.  I finally opened an image file, and the dialog stopped appearing.