Yes indeed. It was at the 1st London Wembley Arena Show during Licks Tour.
At the end of the show I was watching Lisa :-) when I heard a bumping sound and someone saying "OUCH" right behind me. When I turned around I saw my wife holding the drumstick in her hand. Apparently it bounced off of the guy's head behind us and my wife caught it. So we were quite lucky eh? No need to say that I hid the drumstick in my trousers right away and left the arena as fast as we could ... walking in a strange way though. But yes, it is one of our greatest tour souvenirs.
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