Back in sapphire (which, aside from stadium & snap, was my first pokemon game) I encountered a female shiny makuhita. I didn't know what shinies were back then so I ran from it. I thought it was just a gender difference. Years or so later I found out what a shiny was. I was a little mad at first, but I'm over it as I've never really been a fan of makuhita/hariyama. Let alone a female one.
Yes, I have gender preferences for all of my pokemon.. AKA I'm sexist.
Ah, and for those of you unlucky in the safari zone, I'm sorry! Always a shame.. I encountered a shiny there, but actually managed to catch it! And guess what it was?! A shiny... Bibarel..
I've accidentally KO'd a shiny before, yes. A shiny Weepinbell that I KO'd while levelling my Moltres in Pearl. Was watching TV and not paying much attention, just kind of on autopilot Flamethrower'ing everything I encountered. I realized it was shiny just as a attacked, and was like "OH GOD NO, STOP". Never have I wished more for a "cancel attack" option.
~ Master of Electricity ~ Electro: 0518-6613-7620 - Pokemon White
I didn't KO it, but I had a shiny beldum struggle to death before I could catch it. Was chaining, though, and caught the second one. Sadly, though I did get adamant, it had 0 att and 0 def IVs :-( broke my chain before I found a 3rd. Only sad shiny story I have though. Unless you count my decent all around modest dratini hatched after 2 weeks of Masuda Method. By that point I almost didn't care that it didn't get marvel scale either.
Edit: Oh! And I chained Mime Jr. for a couple of hours at a chain of 40 and never found a shiny... Got sleepy, made a mistake, and ended my chain. So annoying!
I would imagine that, even if you somehow managed to catch ALL Pokémon outside of the Safari Zone using exclusively Cloud Nine (in any area with Solar Power/Dry Skin Pokémon), Damp (in any area with Selfdestruct/Explosion users), and Sticky Hold (in any area with Roar/Whirlwind/Dragon Tail users) and False Swipe, I believe you would STILL manage to lose the Shiny somehow.
Don't forget Memento which I think can only be prevented by Taunt. Taunt helps with quite a few of those problem situations. But you have to keep using it every so often when it wears off.
If you run into shiny Weezing at the P2 Lab in BW2, t knows Memento AND Explosion. Only Damp Jellicent with Taunt can stop it killing itself... although for me that is a Master Ball situation.
I've been very lucky with my shinies so far. I have 4 random shinies.
Golbat, Silver, Victory Road Hoppip, HeartGold, Safari Zone. Caught with the first Safari Ball. Wooper, Platinum, Great Marsh... again caught with the first Safari Ball. Snorlax, LeafGreen, Route 12, with no resetting! I wasn't shiny hunting.
Judging by this thread, bad luck will strike one day =(