I've never killed a companion by accident, although I've probably winged one now and then. Of course, this is probably because when I have companions, I hardly do any fighting myself, so there's not too many chances of my shooting them anyway.
Actually, I've had companions kill ME....I once stuck some grenades in Boone's inventory to hold for me then forgot...and then during one fight he decided to start chucking grenades...when the enemy was close to me. A couple other times they'd go running off to hunt and trigger traps I didn't notice, which killed me.