Here's one that just happened today:
I was called in to work, and left Terraria running, just off-window so it didn't blow up my stuff. I'm playing a moderately modded playthrough, Ninja-Class, and I found out after I got to work at like 8 PM that the power in the the neighborhood was off. Someone hit a pole and dropped it.
I hadn't logged off and saved for about six hours, and had just started a massive set of caves under my Hollow so I could get at some souls and crystals. Power comes back on like 3 hours later, I open my world and look over, and see one thing right away: the massive tunnels are still there.
It may not be the super luck, but I do feel lucky that Terraria saves everything AS it happens, not requiring you to pause and save. Sort of like an MMO; if something goes horribly wrong, Terraria has your back and you won't ever lose progress.
Also, legitimately found an Arkhalis this playthrough, but can't use it, wasn't a throwing weapon, bleh.