Not really a horror story, as it didn't really bother me, but kinda interesting:
When they told us to not really open our books, but to slide out our answer sheets, I and one other person in the room didn't have one. The lady at the front was trying to convince me I must have one, but short of turning every page in the book, which I really didn't think they wanted me to do, I couldn't say anything other than, "No, I really don't think so!"
A proctor came and looked through my book, and sure enough, I didn't have one. So, they got me a whole new test, with a bubble sheet. But I think it was the same version, since I got a decent peek at the first page when I was trying to find my answer sheet.
In the bathroom on the break, people were asking me, "Oh my gosh, did you freak out when you didn't have a sheet?"
Not so much.