Three years ago, the commander of my Army Reserve unit ordered about 12 cases of actual HE for the unit to train with. At the time, we considered it a wonderful gift from GOD! However, the day we were to "blow sheeot up", the commander decided we should work on battlefield reporting and logistics, instead. Everybody was pissed of, royally.
However, as I was driving my HMMWV down the range road at Camp Atterbury (Indiana), I noticed a bunch of Marines were playing with their mortars at about 9pm (it was already VERY dark). After a 5 minute chat with the HMFIC, we got them to agree to start dropping flares for us.
I grabbed the guys in the HQ Platoon, and we snuck out with the ammo HMMV and used the radio to open the range. About ten of us stayed up until about 2am lobbing HEDP all over that range.
In the morning, I explained that we conducted "improvised training", and reminded the Battalion Commander that he did not have to perform all the paperwork associated with returning live ammunition to the issue point.
BTW. Things go so out of hand, I practically ordered a strip search to guarantee that nobody got off the range with any goodies. Luckily, we found the last two casings and returned 100% residue.
Considering everything I did in that unit, I was lucky to get out of it with my Captain's bars. About two years earlier, we actually melted down 3 M16s when we happened upon 30,000 rounds of tracer ammo. Two of the rifles were completely DX'd and the third was sent to depot for a new barrel ;)