Uh, the Mexico thing may not be commonly known, it turns out. The chute failed to deploy properly on a mission in '74, bounced off a C-130, and slammed into a field in Mexico, but the payload canister was still intact. It's apparently commonly written up as a UFO sighting called the "Coyame Incident".
This is how they used to recover corona/keyhole spysats.
They lost one in Mexico.
http://news.discovery.com/space/history-of-space/the-first-r...
Edit:
Uh, the Mexico thing may not be commonly known, it turns out. The chute failed to deploy properly on a mission in '74, bounced off a C-130, and slammed into a field in Mexico, but the payload canister was still intact. It's apparently commonly written up as a UFO sighting called the "Coyame Incident".