Luckily it landed in a neighbor's backyard that I knew, so had I been caught it wouldn't have been bad. In my case it was a not very sophisticated quadcopter that got out of my visual ability to tell which way it was pointed. (no camera running at the time either) It ran out of juice and dropped much farther than I wanted, but luckily onto grass. No damage other than my pride.

I don't fly it much anymore, because its just not a very good machine. The avionics suck so bad I have to constantly concentrate on the stick to try and hover (mostly unsuccessfully). When I do fly it now its in a gymnasium.

That's the problem with being cash poor, but curious rich. Wasted about $300 on it. Quadcopters get much better if you pay at least $600 and that price doesn't seem to be coming down either.

I have a friend who races them while wearing goggles. He builds (and rebuilds) his own quads and I'm amazed at his high speed control.