I tend to shy away from absolutes. I go more with, it rarely happens. It's on my radar as a possible concern, but not terribly high. It's more of a concern for LEO's than OC citizens IMO. The more people that OC, the more possibilities someone is going to try.
OC'r robbed of gun.
http://www.jsonline.com/blogs/news/95995449.html
Familiar with that - robbed is not snatched and there is some question regarding the legitimacy of the incident as it was reported.
The oft repeated challenges have been:
1) Show me one verifiable (w/cite) confirmed OC snatch by a bad guy anywhere in the USA in modern times - LEOs, security and military excepted.
2) Show me one verifiable (w/cite) confirmed incident where an OCer was preemptively taken out (shot) by a bad guy anywhere in the USA in modern times - LEOs, security and military excepted.
The usual follow up to these as been - of course it is possible and even mathematically probable, but when such does occur the resulting decimal equivalent will look something like .000001%
Those are odds extremely in our favor. No one has responded to those successfully over many, many years.
Further, how does CC distinguish a good guy from the rest of the flock of potential victims. Gives pause for thought, does it not?