I think Capcom has had the the worse with a full team of people moving on and finding success (Platinum Games) and Inafune doing Mighty No.9.
I can't think of many "big name" developers that are still at the studios that they made a name for themselves at.
Shigeru Miyamoto, Yuji Hori and Toshihiro Nagoshi at Nintendo, SquareEnix and SEGA respectively, are three of the few that pop into mind.
Think of any of your favourite Japanese franchises, and most of the creators have gone indie.
Hironobu Sakaguchi left SquareEnix (Final Fantasy)
Koji Igarashi left Konami (Castlevania)
Yuji Naka left SEGA (Sonic/NiGHTs/etc...)
Tetsuya Mizuguchi left SEGA (Space Channel 5, Rez)
Shinji Mikami left Capcom (Resident Evil, God Hand)
Hideki Kamiya left Capcom (Viewtiful Joe, Okami, Devil May Cry)
Keji Inafune left Capcom (Mega Man)