Didn't an Oz F/A18 put one through a Land Cruiser parked in a garage a couple of years ago?
From memory that was a captive carriage AIM-7 - not the pilot's fault, just came off. The Landcruiser was some poor bloke's pride and joy, having just undergone a lengthy restoration. No doubt he was somewhat surprised and disappointed to discover a dirty great missile sticking out of what was left of it.
There was a BDU-33 incident here, going back 10 or 15 years when an exchange officer (not US, in case you were wondering) targeted the wrong coloured light while night bombing, and went for the range hut instead of the target. Fortunately he missed, but I believe the fire tender wasn't so lucky...