Countless times. Perhaps its best to look at it as a good sign that your awareness and personal vision for pictures is strong and a reminder to always be ready to react.
I think the picture I kick myself most for missing was a 'people on the bus shot.' Sitting on a bus as it comes to a stop I casually stare out of the window at the passers-by walking along the path, my camera sitting in my hands all set-up at f11, 1.5-10m zone focussed, supposedly at the ready. Then laughter from the other side of the bus disturbs my empty stare and I look over wondering what has made a bunch of strangers share such laughter. For a brief moment I can see into another bus that has pulled up on the other side of the road where complete pandemonium (almost of the 'Carry On' variety, should you be culturally unlucky enough to be aware of them,) has broken out. A young boy (5ish maybe) is standing in the buggy park part just behind the driver taking a piss, with the full arched back of a boozed up pub-dweller in desperate need giving him an impressive wee-arc, his mum is trying to grab him, bundle him up, stop him somehow - all pointlessly and to no avail as it just won't stop. While a sharply suited young chap can't exit his seat fast enough to avoid being caught in the stream. Then our bus moves off leaving the scene to unfold further without us. It was, for me at least, fleeting.
It was also the most cheerful, bonded and friendly bus ride I've ever taken with people laughing, joking and recounting the entire event to the driver who, unaware of what had happened, had been surprised by firstly the unknown laughter and then boos and whistles as we drove away.
The title of the picture I didn't get may well have been 'The Joy of Shared Schadenfreude.' Instead I got nothing but clichés and same old same olds.