I've gone into the ocean without any water protection before... Granted, it was very dangerous and I could have ruined my t3i, but I couldn't pass up the shot! Thankfully the shot was what I was looking for. It was a spur of the moment type thing, I wouldn't recommend it though!
Some people thought I was crazy shooting the Venus transit across the Sun without a solar filter, but rather using a make-shift rig of two really dark ND filters and an IR/UV filter.
It worked out fine and the camera lived through it no issues.
I've wrapped my camera in a plastic bag and taken it on rides like Splash Mountain and waded ashore from a boat in the BVIs with it held high about the waves in a bag.
Gotta get the shots - that's why I have it. And best to have insurance just in case. 🙂