Several tiles came off on the STS-1 mission. Fortunately, they were on non-critical areas like the OMS pods where the reentry temperatures aren't extreme. Had the missing tiles been on the underside, it would've been much worse.

One little secret was revealed during the STS-1 mission. When the crew opened the cargo bay doors and saw the missing tiles, everyone began to worry about tiles on the underside. The crew had no spacewalking equipment, so they had no way to check for damage. Later in the mission, Columbia overflew an Air Force optical sensor site in Maui (I've been there, neat place). A special telescope called AMOS took pictures of the Shuttle and confirmed all of the tiles on the underside were in place. Someone leaked that to the press and the Air Force was pissed. Up to that moment, they didn't want to release the capabilities of that system. I've seen video from it. A Shuttle in orbit over 200 miles overhead looks as close and clear as if it were flying a couple thousand feet overhead.