Yup, been there done that.
I was doing some testing on a Bally SS rectifier board with the multimeter. I had one of the probes on ground on the board, but somehow it slipped and I shorted something. I never really found out what I shorted, because there was a great spark and then all the lights went out. At least the circuit tripped really quickly in the main fuse box of the house and did its job! As the shed I have my pins in has both the power points and lights on the same circuit, the lights in the shed went out as well, so there I was holding the multimeter in the dark wondering what the hell just happened.
Anyway, all OK on the rectifier board, but the spark sure gave me a momentary heart attack.