I once forgot to lube the insides of the casenecks on some .221 Rem Fireball brass. I ripped the collet right out of the die with it still stuck in the case. (Doh). I also ripped the rim off of a .223 case today and stuck the case in the die, this one was well lubed. I also once loaded 25 rounds of .45 ACP in cases that I had not deprimed. (Talk about dummy rounds.).
Those are the only 3 mishaps I have had in my almost one year of reloading. I have loaded and shot over 10k rounds so far. Hope to be able to shoot some more tomorrow for my birthday.
No matter how many times you do it and nothing happens it only takes something going wrong one time to kill you.