This happened to me 2 or 3 years ago while working on my embroidery machine. I keep a fan going at the back of the machine to keep it cool when stitching out a large stitch-count project and had a piece of WS stabilizer on top but not pinned down well enough on one corner. The corner was picked up by the "breeze" and, in an attempt to keep it from getting caught up in the sewing, I grabbed it to hold it down and the needle went right through my finger next to the nail.
The needle broke so I tried to pull it out of my finger and couldn't get the needle back out so went to a neighbor's home to ask them to use pliers to take it out. Unfortunately, the needle broke into two pieces inside my finger and the folks at ER decided that they would not dig to remove the pieces so as to limit the damage to nerves; it 'floats' around in the end of my "pointer finger" even to this day.
The good news is that no bone was hit and the needle pieces serve as a reminder to stop the machine rather than try to continue on with a little help from my hands when a situation such as this occurs!! :oops: