This used to happen frequently at my range when I was an RSO. I'd notice someone having problems with one of the rentals and YEP the person at the counter rented a 40 S&W and sold the user 9MM ammo. The magazine would usually contain the cartridges and the extractor would catch the groove so on occasion one round would go off but the reports sure sounded funny.
To the best of my knowledge no guns were ever permanently damaged in this way.
Jim