I don't recall reading of such a case. But keep in mind that battlefield photographers were usually a couple of days behind the fighting, and so weren't often in a position to get shot at.
Usually they weren't even close enough to the front lines to be targeted. Battles could not be photographed due to the long exposure time, so usually they would stay in the rear echelon areas or arrive days after a battle took place to photograph the aftermath.
There was one instance I can think of where a photographer claims he came under shell fire. Photographer George S. Cook took a series of what is considered to be some of the first combat photographs ever created; a view of several Federal ironclads firing on Fort Moultrie, taken from Fort Sumter in Charleston Harbor. In the process he claims he came under shell fire while in Fort Sumter, and supposedly took a photograph of a shell exploding in the middle of the fort. http://markerhunter.wordpress.com/tag/george-s-cook/ http://opinionator.blogs.nytimes.co...brady/?_php=true&_type=blogs&ref=opinion&_r=1
Mr. Cook's studio in Charleston was above a jewelry store owned by a man in my family tree - James Spear (his sister married my gg uncle). The store is still there on King St. but the studio is just storage for the modern store at ground level.
Also under the heading of combat images, there's this LoC photo, identified by Garry Adelman, John Richter, and Bob Zeller of the Center for CW Photography, that shows Union ironlcads in action off Charleston, probably in September 1863. At least four monitors appear at center right, and U.S.S. New Ironsides is recognizable at far right.