I've heard one story like this, but then witnessed it recently. I'm kind of curious if this is a one in a million thing, or if other people have seen this.
Guy next to me at the range is shooting with an open box of .40 on the table. Casing exits the pistol, bounces off the wall of the booth, off the ceiling, lands on the primer of one of the rounds in the box on the table.
Round indents the table and comes to rest on the floor about a foot away. Styrofoam box gets blasted in half with pieces all over the table. Casing ruptures and fires straight up into the ceiling breaking through the plastic cover around the light and breaks the florescent bulb. Nobody was hurt, but wow was the look on his face priceless.
I keep my ammo covered when I shoot now.