My brother has walked in on me but never saw anything and he suspects I was masturbating, other than that, nope.
Now since I moved in with my flatmate a few years back, there's hardly any peace and people just walk into my room but still never been caught and people in the house has never put me off.
My flatmate walked in once but I was covered up a few seconds before he came in (paper thin walls allow me to hear people coming but they don't hear me ;)) but I couldn't close my computer window down in time (I have it connected to my TV) and was watching a porn video. He asked me a question, I answered then he decided he wanted to know what I was watching on TV.
I just stared at him, and calmly said "Get out".
A few months back, I walked in on him and saw everything. There's no attraction but it was nice catching him because he denied doing it to me.