I have had two incidents. The first was when I was sixteen. I was with my girlfriend at her sister’s boyfriend’s house. We slipped off to a bedroom and were both nude in bed going hot and heavy when her sister opened the door and turned on the light. Well that finished that. Her sister just said “---- we’re leaving now, its time to go” and then calmly walked out. We have remained friends for years and her sister has never brought this up.
The second occurred about 20 years ago with my wife. We were in bed going 69 like crazy when our oldest daughter who was 7 at the time walked in. It was very late at night so it really caught us by surprise. My wife and I both froze. It was still very dark in the room and I could see my daughter doing a hard stare, kind of “what the hell is that” kind of thing. Then she walked out. To this day I’m not sure if she figured out what we were doing or not. Oh yah, we got a lock for the door the next day.