Just once, but it was already built. The owner lent me the key...
I helped a friend of mine in my masters' class sort through the requirements and conduct the appropriate after-tax and fees analysis, and the results weren't promising. That, however, considers the fact we already have an indoor range here in town. We have an outdoor range, too. We had a third range, an indoor one, but they were no longing turning a profit any more so decided to retire.
I think if you inherited a bowling alley which you might be able to convert, it might be a go. Otherwise, if you're in a large and growing area, say, half a million or more, that doesn't have one at all, it might be worth it.
I'd recommend you check with a financial analyst or certified financial planner.