It wasn't with a firearm though. I was helping my brother and a friend doing construction in their new office. I was going to nail a stud to a plate with a pneumatic nailer. The friend was standing in front of the business end of the nailer holding the stud in place. When I put the nailer to the plate, it was too high and I ended up shooting the nail through the corner of the plate. It ended up going through the leg of the friends shorts, leaving a nice hole and barely missing his leg. [shock] That would have been a nasty wound since we were using 3 inch nails.

I've done that twice to myself.  I nailed my shoe to a roof with a coil roofing nailer once and the other time I was holding two boards together and nailed my thumb to the plywood when the nail came through the backside.  You only do that once I'll tell ya!

yeah they can be dangerous.  last year the guy i work with was nailing a wall together.  the gun double fired.  after the first nail went where it was supposed to it kicked the gun off of the board and then fired another.  the nail went through 2 of his fingers and into the third.  it was pretty nasty.  we had to hold his fingers while he pulled it out.  luckily it only went through flesh.  if it would of hit the bone im sure it would have shattered it.  it healed up fine.  he was lucky.  another guy i know shot one into his hand between his thumb and first finger.  he said they needed to use a claw hammer to remove it.  [:X*]

edited to fix spelling and to add...  

my aunt is an ER nurse and said you should never just pull them right out yourself.  you can actually do more damage removing the nail.