I haven't, but I know someone who has.
An older guy I know works as a stockbroker. He was at work one day when a disgruntled investor who had lost a great deal of money in a market downturn showed up and asked to see his broker and the office manager. The three of them went into an office. The investor then pulled out a gun, shot both of them (one fatally), and blew his brains out.
The guy I know has never volunteered any information about it, and I haven't asked.
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Why does anyone do anything?