Yes, one time, when Bitfinex was hacked. I had actually been holding ETH on there. Not all of my crypto but a chunk that was very painful to lose. I had only been holding it on there for a week and was already thinking I should get it off now because it's so dangerous holding it on an exchange. That happened to be the week that Bitfinex was hacked and tons of their customers' BTC was stolen. They repossessed 100% of my ETH to pay back the people that lost their BTC and gave me "Bitfinex tokens" or whatever they were called. Saying that it was their goal to make them worth $1 one day and thus repay everyone but for now they could be open sold on the market. So I didn't trust that Bitfinex would stay solvent and sold them at $0.30, which resulted in a 70% total loss of funds. Better than nothing.

Bitfinex did end up coming through on their promises but I'm staying away from them forever since that incident. My own fault anyway, I knew well enough that leaving stuff on an exchange is high risk.