Thankfully the closest I've come to any of that is accidentally getting a dish towel too close to a gas burner. Since the towel was in my hands, it was easy to drop it in the sink and put out the very small fire quickly.
Now, if we're talking non-kitchen stories, I have a few, since I grew up with a father who shoots professional fireworks as a hobby. I've been on the sets since I was 5 days old, so blowing things up is a pretty normal "thing" for me, but things can and do go wrong. My favorite story is the time we scorched a fairly large chunk of a city park one county north of here. I was still pretty young, but old enough that my father had let me help with the shoot itself, instead of sending me with the younger kids away from the set when it was time to start the show. I was pretty excited. It's also important to note that back in those days, we were still lighting the shells manually.
So, a few days before the show, Dad goes out to the site to inspect it. This particular park has a lake in the middle of it, and the organizers wanted the set on one side of the lake and the viewers on the other. That's perfectly reasonable. Unfortunately it had been a dry summer. There was some tall grass on the side of the lake that they wanted the set on. Dad gives them three options: Mow the grass, soak down the grass, or have a fire truck standing by just in case something happens. The city chose option 3.
Of course, something goes wrong. A shell explodes too low sending embers down on that tall, dry grass. It catches on fire. The fire men jump into their truck to start it and get the pumps going. The truck won't start. We wound up starting a bucket brigade ourselves to put out what had become a decently large grass fire. Between the buckets and the large canvass that was soaked and used to smother the fire, we got it out. I still feel bad for the poor guy who had to keep shooting the show. It must have been terrifying, but, as they say, "the show must go on". Well that, and if we couldn't get the fire out before another truck responded, Dad didn't want it growing and hitting a few hundred pounds of unexploded fireworks. It was better to get those things in the air than leave them on the ground.