Long long time ago, I helping another photographer on an assignment for location shoot, we are still very new to digital photography at the time, don't know what is RAW files, so we shot in tiff format for some important shots, once the shot is done I switch off the camera, without know the camera is still writing the files, so we lost quite a number of frames. our faces turn green.
Such thing won't happen again as the writing speed is very fast for modern cameras, and RAW file are smaller then tiff format, and most important is the cameras will still writing the files to memory card even you switch off your cameras.
another time I shoot in studio, because of back to back sessions, in a rush I forget to insert memory card after remove a memory full card, shots some frames and without notice it. only after switch off camera and switch on again, the realise there is no memory card in it.
from then on, I set all my cameras to "shutter not able to release without memory card" as default.
not so long ago,
I set the month in my new camera wrongly, 6 months earlier, shot about thousands of frame without knowing it, till I upload some images to them to stock agency, the inspectors reject my photos due to the date of capture not the same date in my caption. Lucky I able to correct this with lightroom4.