Yeah, twice actually.
First time, my friend and I were fishing across the pond from one another. We had my crossman CO2 pistol there in case of snakes or something. I look up, and he has the damn thing pointed at me. I had time to cover my face before it hit me in the chest. That one didn't lodge, but I still have a purplish scar there.
Second time, I was outside with the same pistol and portable phone. I was just plinking random stuff waiting for my friend to call. The phone rang and startled me and I accidently pulled the trigger. It was a fresh CO2 and point blank range. I was around 14 at the time. The BB went 3/4 of the way thru my finger and lodged there. It hurt SOOOOOOOOOOOOOOOOOOO bad. Only problem was, it was so deep I couldn't tell that it was in there. Blood was gushing everywhere. My mom bandaged it up. WEll after a few days, swelling had gone way down, and I could actually see the BB at the bottom of the hole. Only problem was, the entrance had healed up, so the hole was to small for the BB to squeeze out. It was in there for like 3 weeks before it finally worked it's way out like a splinter or something would. Guess I should have gone to the doctor. I still have the BB as a reminder not to be a dumbass. That finger still feels funny. There is like a solid plug of scar tissue in the center of it. Feels weird when I'm typing with that finger.
My friend and I also used to shoot at shotgun shells 10 feet away or so, trying to hit the primer and make it explode. My friend hit it just right once and it exploded. The shell flew backwards from the discharge and hit him in the chest. He had a bruise with a perfect imprint of the shell on his chest for a week.
Aaaah, the ignorance of youth.