I chipped a tooth once. We were doing impact play, and I didn't have a gag of any sort in. Master likes me to be silent during beatings, and I didn't even realize I was gritting my teeth, until later that night when my tooth hurt and I noticed that a small chip was missing. Oops!
Luckily (or, unluckily, depending on how you look at it) I practically live at the dentist's office, so it wasn't a huge deal.
I'm pretty lucky overall. I am clumsy and tend to get hurt a lot, but it isn't usually during our play time. It's usually doing something stupid, like tripping or kicking a chair.