Quite a few times. Sometimes, I just haven't teched towards rifling, or haven't upgraded my units, so when 10 or so rifles start pouring over my border it's difficult to repel the invasion. Or sometimes the city is not close to my centre of power, or the AI is more powerful than I expected, or has a million planes/nukes that I can't seem to shoot down. It happens sometimes, and often having lost one city, in certain circumstances, can lead to certain death. Other times, it's easy to just take it all back