Yep, I definitely have had some experiences like this in the past.
Off top of my head, one would be when I was going through a run of Yu-Gi-Oh GX Tag Force 2; I was at my friend's when I was playing, and had left my PSP on the table while going downstairs to grab a drink. While it was there, my friend took the device and started playing from beginning, and unfortunately, she, somehow, wound up erasing my save file.
I wasn't as upset, though, luckily, since I didn't get too far into the game and she wasn't precisely aware of what she was doing and whatnot. Things like this could be rather frustrating, but in cases like this, thankfully, it's sort of different (at least for some people, including myself).