Crazy, but true:

In 1994, 16-year-old Jeremy Brenno of Gloversville, New York, was killed when he struck a bench with a golf club, and the shaft broke, bounced back at him, and pierced his heart. Brenno had missed a shot on the sixth hole at the Kingsboro Golf Club and looked to vent his frustration by giving the nearby bench a good whack in retaliation. The fatal club was a No. 3 wood.

Snopes.com specializes in debunking urban legends, so if they say it's true, then it probably is. The article also talks about 3 other known killed-by-own-club fatalities (in 1951, 2005, and 2005), but they are not quite as dramatic as poor Jeremy.