Sure. Once, my friend thought a stun gun was a flashlight. He was showing it off in the dark, accidentally pressed the trigger, and zapped himself. He jumped about a foot in the air. It was hilarious seeing his shocked expression.
I know a story. A security guard at a mall was chasing a shoplifter. He reached for his stun gun but in his haste, he dropped it. The stun gun slid across the floor and directly hit the shoplifter's foot. The shoplifter screamed in pain and shock, thinking the guard had some super power to make the floor zap him. The guard was just as surprised as the shoplifter, but managed to catch him.
A hiker was alone on a trail when a wild animal approached in an aggressive manner. He used his stun gun, which startled the animal and made it retreat. Stun guns can be useful not just against humans but also in certain wildlife encounters.
Sure. One success story is a woman who was being attacked at night in a parking lot. She managed to use her stun gun on the attacker, which incapacitated him long enough for her to escape and call the police.