I'm not sure if this really counts.

I was dating this guy who lived about an hour away, so fairly often we'd meet somewhere in between, usually to go out for dinner and then go walking. So one night we're both feeling a little frisky and we wander off the path at a park to find a quiet spot to, err, entertain ourselves. About the time my pants are off and things are getting more heated, we hear a bird squawk. He bolts up right, throws his pants and starts a full blown panic while I try to get my pants back on and calm him down, assuring him it was a bird, and not someone catching us... By the time he calmed down, we'd both lost the mood and cut our losses and went to a movie. Not so much scandal as humorous.

A friend told me about one of his 'getting caught' experiences. He was at his girlfriends house and they were both stark naked. She was kneeling on the floor giving him a blow job when her brother walks into the room to say he's leaving, sees what's going on, bursts out laughing and leaves the room calling to them to "have fun" or something similar. My friend burst out laughing, but his says his girlfriends entire body turned a bright embarrassed shade of red.