Yes... magma breaching. I just select a redshirt for that now because I know there's about a 25% survival rate no matter what you do.
Two of my more WTF ones were during goblin ambushes/sieges. Ambush came, and one of my masons was on the bridge leading into my walled-in courtyard. I hit the panic button to burrow all my civvies inside, and he starts heading into the fort. Suddenly, a goblin bowman takes a shot at him, he turns around, runs back across the bridge, and leads the gobbos on a merry chase around the map while my military tries to catch up and save his sorry ass. Since they were fairly low-skilled, they couldn't keep up and he eventually got backed into the map corner and killed 20 seconds before my military caught up and murdered all the gobbos.
Second one was the same fort, also with a mason. Siege showed up that was too big for my military to handle, so I burrowed all my dwarves inside and hit the lever to close off my main entrance bridge. This mason, for some reason, goes running out of the fort, ignoring the burrow, and runs onto the bridge as it's raising. Gets dwarf-a-pulted backwards and explodes into finely-minced dwarf parts in my refuse pile. At least that saved some cleanup...
At this point, I keep all dwarves except woodcutters and military burrowed inside the courtyard. Had some Giant War Lions I wanted to pasture out in the courtyard to handle ambushes. Set them all to pasture, everything seems fine, then a dwarf dies of thirst. Did some science, and apparently the lion was standing on a tile adjacent to the burrow, so the dwarf reached him but couldn't move him, so he just stood there at the edge of the burrow until he expired. As an added bonus, the lion's rooted in place there permanently, apparently. Also, if I recall correctly, this dwarf was also a mason.
Damned masons.