Most of the time, if I'm DM'ing or if some of my friends are, natural ones are always self hits, or worse. (sword lodged in something, trip and fall, bowstring broke)

The DM for this campaign usually runs it as just more amusingly described misses. The worst I've seen him do is "Your sword sparks against (his armor/the wall/a random rock) dealing you a point of fire damage." That may be because we tend to roll shittily, though.