It happens. It happened in a high school class I was teaching once. Out of the blue my student just started crying. I tried to ask her what the problem was, but it made it worse. I later found that it was a PTSD issue, but I never did find out exactly what triggered it (and I don't remember exactly what we were talking about). The student eventually had to drop my course. She wrote me a very nice letter apologising profusely and saying that she thought I was a good teacher, but that she couldn't continue with the class.

Having said that, I'm not sure a trigger warning is necessarily a good idea. It's a pretty serious situation and I don't think that you could come up with a blanket solution that would work.