Reference: al-Fataawa al-Malaah fee Munkaraat al-Afraah, page 28, 25/9/1413 A.H.
Question: Is it obligatory to leave a wedding if [such evil] actions start, and that is after having advised and made clear the issue to them? Often, the wedding could be that of a relative and if one who understood this to be an evil act was to leave, then he would be regarded as one who breaks off [family] ties. With this, advise us with a written fatwa since they (the relatives) are requesting this, and may Allaah protect and preserve you.
Response: If you saw/witnessed any munkar (evil act) whilst in attendance, then advise them. And as a result, they should become upright and leave the evil act. Otherwise it is obligatory for you to leave the place and you should not be concerned with whoever becomes angry [as a result] because of that, since obedience to Allaah and His Messenger is uppermost. And if it is possible for any of you to explain this to those who became angry [at your departure].