I am sure that this has happened in some distant galactic core dominated by supermassive black holes, though of course we cannot know of a particular example where this has actually happened. Super massive black holes do, however, swallow stars and gas, and it is not a big leap of my imagination that some of these stars were not accompanied by planetary systems. What a dreadful fate. To be able to look up at the sky and see a distant 'hole' in space, knowing that in a few centuries you and your world would cease to exist...and there is not a single solitary thing you could do about it. The laws of physics are cruel, and they can destroy worlds as easily as the fool that steps out a window on the 45th floor. But to see your civilization's destiny literally written in the stars each night in this slow motion death dance must be awful.