Gnarly single-engine loss in commuter turboprops is fairly common (for a rare failure). They often happen in climb outs but thankfully there's usually more altitude.

Air Canada Jazz had 6 engine failures (plus 2 more problems) in the last 12 months across their DHC8 fleet (I fly with them once a month on average and never had a blip, thankfully.)

http://www.aeroinside.com/incidents/airline/jazz