I usually get one small nick with each shave - but my styptic pencil makes it invisible right away.
One time though, I was shaving while riding on a Navy ship - it was rocking back and forth, the lighting was horrible, I was using a dull blade, not the best cream, and I didn't have a mirror to see the back of my head. It was a recipe for disaster. I took a big ol' chunk out of my head near the top/back. Blood everywhere. It was gruesome.
I slammed it with the styptic pencil and it sure helped, but it really needed like two weeks to heal. Now, I never shave my head unless I have the resources to do the job right.