I've always been somewhat surprised something like that hasn't happened before. They have had several remote control cars go out of control (one actually ran off the property and stopped in an open field owned by somebody else), a couple of explosions that turned out more energetic then expected and a few other near disasters.
I just hope it doesn't make them or the TV executive overly paranoid about risks. The show is only worth doing if they take some risks, it's about gauging what is reasonable.
Jay