No, but my ex-boyfriend's parents walked in on us making out. The same happened with my other past ex-boyfriend. And my oldest sister caught me and my current boyfriend making-out also. I apologize for the details, but you asked :P
Not while having sex. But my 5 year old sister once walked in on us making out, I heard her giggling outside the room for five minutes. My mom also walked in on us while making out, I also heard her giggling outside the room for five minutes.