Each day as I put on or remove my gun belt, I check the magazine in my pistol and the backup mag in its sheath. I always rap each mag firmly against the heel of my hand, to make sure the rounds are seated firmly, so they'll feed properly. Usually, I push the exposed round back and down, just to make doubly sure.
Last night, I found that the first round in the magazine in the pistol, which I'd carried all day, had moved forward about 3/16 of an inch. It would not have fed properly; I'd have been able to fire only the round in the chamber, followed by a failure to feed.
Now I'll need to check it periodically throughout the day until I can determine whether the mag has gone bad, or if it was a fluke. I've practiced with partially filled mags, to require changing at different intervals, but ... wow. One shot? I'll need to change my practice routine to include that possibility.
I know I'm preaching to the choir, but check 'em, guys and gals. If you're in the wrong place at the wrong time, it's good to know you'll get that next shot. But be prepared for failure after the first round; if it happened to me, it can happen to you.
Update: It appears that the magazine spring is weak. The mag is only a couple of years old, and used one out of four months on a regular rotation. A second mag of the same brand and purchase date has no spring issues.
Equipment failures are best discovered safely at home, or at the range, rather than when you're taking fire. Check those things, and rest easier.