It happens more often then you think!
Two small aircraft had a midair collision, WITHOUT KNOWING, over Oshkosh, WI last summer. They both landed and everyone was fine. They were very very shocked. Saw the damage for myself the next day during a NTSB forum.
Almost had one happen to myself a few years ago. A small twin came out of nowhere right above us. No radio calls and our TCAS never went off.