I had my own a few years ago. I was checking the trigger pull on my Savage HMR and was dry firing it using spent HM2 cartridges as a snap cap, I use the HM2 so I didn't have to worry about the casing getting stuck. I dropped it and picked up what I thought was the correct casing. Turns out it was one of a few that had the bullet seated WAY to deep into the casing, to the point where I could not see it. They shot fine, but I only used them for sighting in, not groups. Apparently I had not collected them all. Gave the casing a quick look, no bullet, stuck it in, hooked up the pull gauge, and BANG. Right through my wall into the neighbors doghouse.
Did a quicky look to make sure nothing had been hit, the dog was still asleep under the tree, and the neighbor was not home. Cleaned my gun REALLY well, stuck it in my safe, and took off for a few hours.
Needless to say, I have invested in a good stockpile of snap caps.