Cletus,
It happens in every state not just Utah, I personally know of many cases in Idaho, and one day watched a group of Muzzeloader hunters wound and not retrieve 5 cow elk. Also my father in law shot an elk with a bow a couple years ago in Idaho and we found a rifle slug in it when we processed it.
Its sad and something no one wants to happen, but if you hunt long enough, Bow, Rifle or Muzzeloader its going to happen to you too reguardless of the weapon.