Happened several times. I put a lot of effort into trying to avoid being any kind of bad client stereotype, so it usually takes months before I even ask if there's a problem with the commission, and close to a year before I accept I've been conned.
If it's the type of person who simply keeps on posting on devart, pivix, insta, etc..then I will call them out in their comments section. If they delete those comments, I'll send them a pm calling them a thief (which they are) and leave it at that.
Whenever you pay in advance, it's a huge exercise in trust, so when someone does deliver, I make sure they know it's appreciated.
So yeah, it happens, but not so regularly as to destroy my faith in humanity.