I had a pretty big incident mid last year, which will turn into a dramatic blog post eventually.
I didn't lose anything I've yet noticed. Very happy with how well the backup strategy held up, although potentially quite lucky the second on-site backup was unaffected. Didn't have to dip into the complexities of the off-site chaos (which reminds me...).
One of the nice things about having an off-site backup is that, in addition to being offsite, it's presumably a completely different backup process so if the local backup wasn't working for some reason (and you didn't notice) you're probably still covered.