Yep - a guy I shared an office with walked in and told me he had been wondering if he was going to get laid off. I comforted him and told him that I couldn't see why there would be lay-offs - we had tons of work to do.
He picked up everything off his desk and walked out. Turned out he had just been fired, but he had been told it was a lay off to soften the blow. I actually thought he should be fired but the problem had been going on so long and it was the kind of place that just never fired people, so I didn't even consider that possibility.
11 years ago, I think - I still wish I hadn't said anything. But I also wish he had been given candid feedback by his manager much earlier.