The only thing that HAS happened to me-- I was getting ready for some alone time when my roommate/friend walked in while my tools were out. A little embarasing-- worst thing is she didn't say anything!
I've had my brother walk in on me early one morning when he came to steal my hairbrush. I was supposedly sleeping & I was under the covers, so I don't think he knew. I just froze & waited until he left. I voted parents, but it hasn't happened...that I know about