Your immediate thought was America but this happened in New Zealand a couple days ago. The pilot was on a calibration flight over the Tararua Mountain range in New Zealand when a shot range out and his drone went down. Drone flying is still in its wild west era in many ways as lawmakers try to keep pace with the emerging technology, but there is will alway be vigilantes more than willing to administer a little frontier justice when confronted with something that beyond the scope of current regulations.
“At about 6pm on the 25th of January 2016 I was calibrating my drone getting ready to film a beautiful forest in the Tararua Mountain range in New Zealand. After a couple of crashes I got the drone flying good and just when I finished calibrating it ‘making it sit still in mid air’ someone has shot the drone down with a high powered rifle. I am beside myself that someone could do this to my drone and did not recover my gear until later on that night. Amazingly the drone survived and soon will fly again I have nick named the drone ‘Termy’ after ‘The Terminator’”
Here is the footage from the GoPro mounted on the drone: