We had a shot through our bedroom window a few years back.  We live along a highway and from the trajectory it had to come from the road.  One shot, a .22 but it lodged in the wall.  It didn't go in too far after traveling through 2 window panes.  We've had nothing since and nothing before.  I think if it had been a .22 long rifle cartridge it would have gone into the wall farther.

It was rather upsetting as I had just been in the line of fire minute before.  I was talking to a contractor and he said a of times out in the country when he does siding he finds a multitude of bullets in homes.