I don't know about anyone in the
audience ever being injured (I'm gonna say
no on that one) but the actors in the show have had injuries, sure. Several years ago, Hugh Panaro hurt his back during the scene after "Masquerade" where the Phantom disappears. Originally he was supposed to drop through a trap door, but after Hugh's injury it was changed so that the Phantom now runs offstage.
"It's Phantom meets Hamlet... Phamlet!"