"If it goes *pop*, stop!"

Greg Ellifritz experienced an unusual event when practicing with a Smith & Wesson Model 10 the other day: A squib round from factory ammunition. In this case, a standard pressure 158gr LRN .38 Special round from Prvi Partisan failed to ignite its powder charge properly, and the primer only had enough moxie to lodge the bullet fully into the forcing cone.

This shooter lodged a total of four projectiles in their J-frame, then tried to beat the cylinder open. The gun's toast.

Greg gives good advice on identifying and dealing with squib loads. 

I'd add that care should be taken with driving a stuck projectile out of a revolver if it's a JHP round, because using a small-diameter cleaning rod to try and force the bullet backwards out the bore can be complicated if the rod is so small as to just nestle down in the hollow point cavity and displace the bullet's lead outwards when rapped with a mallet. A range rod of close to bore diameter is preferred. 

With a semiauto, it's preferable to field-strip the weapon and drive the projectile out from the breech end.

The most important part is to stop firing if you think you've had a squib. Launching additional rounds behind a squib will almost always result in serious damage to the barrel, if not a catastrophic failure of the gun itself.

While a modern service auto might survive a second bullet launched behind a stuck projectile, this little Kel-Tec P32 certainly did not.