No, I've never had this happen. Ouch. I have a certified Clit O Steel, but I've never broken skin with a vibrator.
I once accidentally got a torn urethra, but that was during a mammoth toy bash/fisting event. We've learned to be more careful. The funny thing was, I didn't even realize it until the next day. OW! It didn't take long to heal, but it scared me a little.