Yeah, I've lost one. Posted the story here many years ago ...
http://thefiringline.com/forums/showthread.php?t=89731
Lost another I shot with a Ruger Super Redhawk near the end of shooting hours. Knocked him down, but he got up and ran. It started to snow ... heavily ... and I completely lost the blood trail and then his tracks in less than 100 yards. Did the whole grid search, but never recovered him.