I've had one cut off, and my wife has had one ripped off, both times apparently by the TSA (since nothing was stolen from the bags--although the TSA does have thieves, the thievery seems more rampant amongst the baggage handlers).

One time, I am almost certain when it happened. The CTX bag guy at DCA told me, "You can't have your bag locked. You'll have to unlock that," and I responded, "Uh, that's a TSA-approved lock. YOU have a key to it, so that you can open it yourself as needed." He shrugged. When I picked up the bag at the destination, the lock had been cut off.