Have a few incidents.
I was still living at my parents home. Everyone was away except me and I was alone sitting in the living room reading a book for a class I was taking. The book was not sexual but I got horny anyway and started to j/o sitting in the chair thinking I had complete privacy. It was late afternoon, so not dark out but not bright sunlight either so I had the light on. While playing with myself, dick pulled out thru the fly of my pants, I had continued reading the book. After a while I looked up - across from me probably 6 or so feet away was a window that looked out to the front porch. It had curtains which were open and sheer drapes over the window which you could see thru as they just made it slightly opaque. Due to it not being too bright outside and the light inside, these were not giving me as much privacy as I thought! On the porch was this guy who had recently taken over delivering newspapers as a part time job. Anyway it was obvious he saw me and I figured he probably knew what I was doing as he looked to be frozen at the top of the porch steps and looking in the window at me with his head turned and even leaning a bit for a better view into the window. When I looked up, he turned his head, straightened up and started walking to the front door. He knocked on it so I quickly sorted myself out and answered. In the moment of panic I thought maybe he didn't really know what I was doing so it would be more suspicious to not answer since I knew he at least had noticed me sitting there. I don't remember what he wanted - probably something about the paper delivery. I just tried to be normal acting but from the look on his face my optimistic hope faded and I knew he knew full well what I had been up to. So it was awkward but neither of us said anything about it.
Another time, still living with parents, I had come home after work and gone to my room. At the end of the room right next to my bed was a door that went into a small, unfinished storage area. My room was in the attic and a small part was left for holding the normal junk people keep in an attic. Being in the attic, I usually had warning someone was coming due to hearing them on the stairs well before they could see me. People normally didn't knock on my door, they would just open it and call up the stairs since they couldn't see anything anyway from the bottom - just the wall at the top of the stairs. Also since it was afternoon, it wasn't a time others would typically think of as prime time for bed room privacy. Anyway, I was exhausted from work as I had been up before dawn and now it was late afternoon. But, as always, I was also horny so I laid on my bed and pulled my cock out thru the fly and was giving it a nice massage. I fell asleep like that, cock with hand wrapped around it laying on my back on top of the bedding. Fully clothed though, just dick in hand thru my fly. I woke up and my mother was walking by me with a pile of boxes going into the storage area. Being out cold I hadn't heard her open the door or walking up the stairs! I was groggy at first but once she was in the storage area I realized I was still holding my cock so I quickly tucked it in and zipped up. I think this was more of a close call than being caught as with all the boxes she was carrying she had to focus on that and likely didn't notice anything more than that I was sleeping. Plus, since I was asleep, I was not actively moving my hand and also was soft by this point so probably my dick was not exposed and was fully hidden inside my hand. Of course, I don't know for sure but she never mentioned it.
Last time was by my ex-wife. Her interest in sex had started to drop off so we hadn't done anything in a few days. I woke up in the middle of the night horny so I started to quietly/slowly and with as little motion as possibly take care of myself. She was sleeping and I didn't want to wake her up. She did wake up, though, without me noticing and quickly figured out what I was doing and went ballistic on me. She didn't offer to help out or have sex with me either. She had a knack for making something that could have been fun into something that was not.