Where a single value is expected
I asked my usual suite of Schemes to evaluate (+ 1 (values 2 3)).
Racket, MIT, Gambit, Scheme48/scsh, Kawa, SISC, Chibi, SCM, Chez, Ikarus/Vicare, Ypsilon, IronScheme, KSi, SigScheme, Shoe, SXM, Sizzle, Spark, Femtolisp, Owl Lisp all report errors, either of the form "Single value expected, multiple values received", or else a low-level error reflecting how multiple values are represented.
Gauche, Chicken, Bigloo, Guile, Larceny, Mosh, NexJ, STklos, S7, XLisp, Dfsch, Sagittarius reduce the multiple values to a single value. Of these, Guile and NexJ treat zero values passed to a single-valued continuation as an error, Bigloo transforms it to 0, XLisp and Dfsch as the empty list, and the rest as their implementation-specific "undefined" value.
TinyScheme, Scheme 9, Dream, Rep, Schemik, Elk, UMB, VX, Oaklisp, Inlab don't support values.
Embedded in a begin block
Here I'm testing (begin (values 1 2) 3) and (begin (values) 3). Of the Schemes above that support multiple values, only SCM, SigScheme, Shoe, and Owl Lisp report an error; the rest return 3.