Haven't dropped a pin kit yet *knocks on wood* but I got to witness it and harass someone else about it.
I have locked myself out of commercial properties a few times while working, with the customer is inside. I am generally good at quietly getting myself back in. I have learned to NEVER cross the threshold of a door without my toolbelt and a pickset on me.
I was pretty embarrassed a few months ago when I showed up at an elderly man's home to continue work on one of his safes from the day before. It was my first call of the day at 9:30am, and I thought it was a bit odd that his lights were not on as I was ringing the doorbell. I had been waiting for a minute or two when I noticed the blurry figure of a man through the frosted glass front door approaching. I could tell that he was buck naked as he hurried to unlock the door. I expected that he would peek around the door, and excuse himself for being in the shower or something. This was not the case. I tried to maintain my professionalism as he swung the door wide open and invited me in, as if he greeted everyone in that manner. I sheepishly made an excuse to get more tools from my van.

As far as embarrassing myself, I had to work a nasty blizzard my third week on call. I took a call from a lady who had just driven six hours in a snowstorm to return home and find her power was out and her garage door opener did not work. She had a Schlage F-line knob on her garage side door. I knelt in the snow at 1am with the wind whipping around me trying in vain to pick that lock for almost an hour and a half. I picked, I bumped, pickgunned, and Loided every lock on that house, then I went back to the truck to warm up for a few minutes and think about my new career choice, then repeat. My employer supplied cordless drill was dead, so I couldn't drill. The F-line knob pull tool had been given to me with a broken blade. The customer, a well-to-do middle-aged businesswoman type, sat in her car and fumed. I finally conceded, called my boss, and left to go get his drill and F-line puller. I got her door open, but unfortunately she will probably not be calling us again.
I have learned much in my years as a Locksmith, and my van is now stocked with all manner of countermeasures, and back-ups of back-ups.