I've had moments where miscellaneous wildlife somehow wander into the fort, usually the dangerous kind.
I've had sauropods somehow make their way down into the dining hall, without any prior reports of interruptions through heavily trafficked paths, only to make themselves known by suddenly and brutally head-stomping the many dwarves and dogs chilling out by the tables. The thought of large dinosaurs getting that deep into a fort so stealthily with the intent of stomping dwarf heads into goo was pretty funny.
I've had a beholder fly up to the main staircase of a fort from the lowest caverns, which I forgot to wall off, and quickly and thoroughly incinerating every living thing on every floor from the lowest levels to the surface, before bleeding out after setting itself on fire in the midst of the purging and carnage. This was barely out of the 2nd year, and I had little military or defenses set up to deal with a flying fire-breathing multi-eyed head that burst from the inside of the fort outwards. I savescummed.
I've had waves of reanimated lumps of hair shambling about the midst of the "no mining" surface fort challenge. They quickly tore the fort down with a zombie-spiral thanks to the sneaking necromancers reanimating everything the hair lumps pushed to death.
then there was that time that one spore man got in and nested himself in the timberworks. I sealed him away until I was better equipped, but due to his disabling spores and quick speed he was a huge hassle even with a decent military and a brass hammergolem to help. lost several dwarves and a cat or too to boot.
Random cave crocodiles have shown their scaly snouts as well occasionally, with much limb-biting and lower-body-tearing-clean-offing to be expected of them.
As a result I almost always have separate entrances to forts, one for a trade depot, with a clear uninterrupted route for the wagons and a chokepoint into the fort that's defended by traps for moving trade goods, and a main entrance for sieges that has at least a row of weapon or cage traps at the front just short of the drawbridge in case of random blood thirsty wildlife attempting to wander in.