Factory ammo (not rimfire) in spite of what many believe, does fail from time to time. While thankfully not an everyday occurrence, I have had a bunch - mostly Remington brand. Back in the late 1970's & early 80's I had a handful of Remington 38 specials fail to ignite - bad primers I believe. I have also had one Winchester 38 special fail in the same time period. The Federal, CCI, Speer, Buffalo Bore brand (centerfire) has so far never failed for me.
About 5 years ago I was shooting with a friend who had just inherited his fathers 35 Remington lever action Marlin rifle. After picking up 40 rounds of ammo for it, we headed out to the Range. The first 6 rounds would not fire, not even a sound! We both thought there was an issue with his rifle so we stopped shooting it. When we got home I looked the Marlin over and it looked and seemed to function perfectly fine. The following week he picked up another two boxes of ammo but this time it was Winchester. At the Range every Winchester cartridge worked perfectly and then he tried the remaining Remington rounds once again - none fired! He then opened the second box of Remington and out of 20 rounds only 8 went off. He contacted Remington and the said he had defective rounds, apologized and sent him a refund.
Hopefully now that Vista (now owns the Remington brand) it has supposedly improved the ill fated Remington ammo and it will prove to be reliable once again. That said, this is why it is imperative we practice clearing our pistols for malfunctions, duds, etc. You just never know when it could happen.