I was repairing a bug zapper when the probe to my Wavetek multimeter snagged my shirt sleeve, falling on the high voltage node of the transformer. The meter's fuses blew open, but even after replacing them all I get now is the word Hi and a "low battery" icon on every range setting. Of course the unit is all surface mount components to further complicate things. That was my favorite meter and I fear the high voltage may have traveled far beyond those fuses.
I did this same thing playing around with a multi meter and a foil screen laying over the front of my TV. Everything was fine until I turn the TV off and the tube discharged through the DMM. No physical damage of any kind, just completly fried the DMM's IC
I wasn't using the meter on the bug zapper. It sits up on a shelf and since the zapper is a tall unit, my sleeve snagged the probe and well you know the rest. As for touching the HV rail and getting zapped, that's not luck; it's caution on my part.