Oh, well if we're talking about our friends who were caught, I once worked with a guy who told me he was in the middle of fucking his girlfriend on the couch when her grade-school sister came home early (it was a half-day and they forgot about that). Apparently the little girl's eyes grew really wide and she turned tail and ran. To the neighbor's. Where she called her father. The father called the house, and my coworker said they let the phone ring hoping it was someone else, and when the answering machine picked up they heard her father's voice scream, "Well are you done yet?"
I have always found this to be the most hysterical story I've heard...*snicker*.