The Navy's premier Flight Demonstration Team, the Blue Angels, have had a couple of rare and unusual events during the past couple of air shows, as pieces of their jets have actually come off in flight!
The first event happened during a May 23rd air show in Rochester, NY, when a piece of one of the Blue Angels' jets' lost a piece of their right wing. The piece was later found by a fisherman in a marsh - no one was injured by the falling debris. The piece was discovered missing from the jet after it landed - the flight team completed their demonstration without incident.
The most recent event happened at the Rockford Airfest airshow in Rockford, Illinois. According to AirShowStuff.com, the #5 Lead Solo aircraft lost the outer left leading edge flap sometime before or during the Line Abreast Loop - one of the more difficult formation maneuvers in the show. For this maneuver the #5 jet joins the #1-4 jets of the Diamond to perform a loop while in a line abreast formation.
As soon as the pilot, LCDR Mark Tedrow, noticed the missing piece, he gave the formation some extra room, landed his jet safely, and immediately transitioned to the spare #7 two-seat F/A-18 Hornet and rejoined the team to complete the show.
Like the Rochester incident, there were no injuries report, but the missing left flap has yet to be found.