Only twice. Once with Capital One MC but since I was outside of my normal buying activity they declined the transactions immediately, called me to confirm, and sent out a new card, about 6 years ago.
Two years ago on my MBNA I noticed trx out east going through and called to report them, they were actually trying to purchase something while I was on the phone with the fraud department - old card cancelled and had to wait for the new one.
Capital one had the best fraud protection I've seen, but if I wanted to buy electronics I had to call ahead of time (even $5 purchase would be declined) to let them know.