The deep sea terrifies me enough [0] that I wouldn't be too surprised if a fish would return from down there with an arrow through its body.

[0] https://en.wikipedia.org/wiki/Deep_sea_creature

Not a fish, but whales with ancient harpoons lodged in them are found on a semi-regular basis.

http://awesomeocean.com/guest-columns/harpoon-bowhead-whale/

That’s common enough that it’s got a name: https://en.wikipedia.org/wiki/Thalassophobia

( https://en.wikipedia.org/wiki/Alfred_Wegener )