This happened to a colleague at the gas station where I used to work. She and another girl were covering the evening shift, and the other girl was sorting out the stockroom when this occurred:
A man came storming into the station, wearing a ski mask and waving a gun around, shouting, "THIS IS A STICKUP, OPEN THE REGISTER!"
My poor colleague, just a teenager, had no choice but to open the drawer and started taking the money out. At this point she was obviously trembling and crying.
That's when the robber suddenly pulled off his ski mask and, with a confused look on his face, said, "Are... are you ok?"
It turned out that the other gas station a quarter mile up the road was holding a Safety Course for their staff, which was supposed to include a simulated robbery. The ACTUAL gas station was of course closed for business, and police had been informed.
This "robber" was just an actor who had gone to the wrong gas station...
The rest is not so humorous. The company responsible for arranging the course lost their contract permanently, since the "robber" simply left for the correct location without even making sure the staff he wrongfully robbed was OK.
The poor girl was offered psychiatric care, but I don't have any more details on that.