I don't know how often this happens, but it was such a sad occurrence, I nearly cried at how horrible it must've been.
I had a pretty decent setup for a simple fort, mostly underground, with towers sprouting from all around at key points (since it was built in a hillside, I needed good security).
Well, I was minding my business training new marksdwarves and expanding my security stations, when all of a sudden *SIEGE*!!!
2 Gob squads with 1 legendary marksman, and I think a human swordsman was in with the raid too (for Armok only knows why, but he was in with them somehow). Anyway, human aside, the f***ing marksgob killed off most of my security force.
Now comes the sad, unlikely part. One of my better defenders was a good +2 Z above the raiders, and from a long distance, I swear that gob had to be trained by Elves, he shot an arrow through my fortification +2 above him, with a wall in front of him, and a long distance, striking my marksdwarf, AND HER CHILD, simultaneously between the eyes with a single arrow, killing them both in an instant.
And the funny part to balance the sad. The raiding army decided to continue the raid, only to have their army lost to a handful of cages and a hall of stones. As vengeance, I decided to strip that marksgob and human naked and feed them to the carp by strapping them down next to the river and pond riddled with carp.
(Until I can somehow feed carp with gobs and human (my preferred method of execution), I'm stuck with making an execution tower and catapult. Drawbridge style.)
Oh, and I almost forgot, her husband was estatic and never got sad after the loss. Either I had one hell of a dining room, or he really didn't like that woman.
UPDATE:
Just uploaded my map into the DF Map Archive.
Here's the POI of the incident:
http://mkv25.net/dfma/poi-13984-tragictowerTo this day, it's still not cleaned up. Their souls are trapped in that tower.