For example, a mission to Mars for which some bit of hardware ended up entering Venus's atmosphere.
Has this ever happened, or at least are there projections that it may happen?
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A piece of space junk (China or spaceX) hit the far side of the moon
I do not think it has happened. (Note - when I wrote my answer, "Or large moon" was not part of the question. Space junk hitting the moon is not so surprising, although it is interesting - see the other answers.) The planets are so small relative to how far apart they are that the chances of hitting one without intentionally getting close to it are negligible. So a mission to Mars is just not going to randomly collide with Venus.
However, gravity assist maneuvers (see the linked article for more information) do involve intentionally flying close to a planet other than the targeted one, so in principle a collision could happen in one of those cases. But even then it would be unlikely and seems not to have happened. As far as I can tell, three planets have been used for gravity assist purposes in a way that is relevant: Venus (at least four times), Mars (once), and Jupiter (at least twice). But all of those missions were successful, and even in those cases it would have required great precision to actually hit the planet being used. Even if some part were jettisoned right before closest approach, it would be moving at a similar speed to the probe and would have had to slow down greatly to enter an orbit around the planet, or be aimed carefully to collide with the planet.
As an aside, Venus and Jupiter have been used several more times for gravity assist, but those other times they were also one of the main mission targets. And, as Eugene Styer pointed out in the comments, the earth has been used for a gravitational assist, but a collision with the earth would not count.
Finally, a number of different upper stages and probes have entered solar orbits. Space is very big, but the remaining lifetime of the solar system is pretty long. So one of them could eventually get perturbed into an orbit that meets a planet. And apparently that's actually quite likely over the long term, based on other answers, and completely contrary to what I initially claimed!
The SpaceX Falcon 9 upper stage that launched NOAA's Deep Space Climate Observatory to a Sun-Earth LaGrange point in February 2015 did not have enough propellant remaining to return to burn up in the atmosphere or to escape the Earth Moon system. It followed a somewhat chaotic orbit before hitting the Moon in March 2022 at around 5,700mph
or at least are there projections that it may happen?
Yes there is!
SpaceX's Elon Musk's goal of getting people to Mars is no secret, and the demonstration of Falcon Heavy put his old car on a trajectory aimed very roughly at the orbit of Mars. Not really targeting an intercept of the planet itself, but to show that it could get to Mars' neighborhood.
While there's no way to calculate exactly so far in the future, at least until it passes Earth again so a much better trajectory can be determined
...it has been predicted that sooner or later the mission's payload Starman/Roadster will intercept a planet.
No, it's not a risk. Space is big. Really big. You just won't believe how vastly, hugely, mind-bogglingly big it is.
As for the future trajectory, there's already a great preprint paper where they propagated it out several million years with uncertainties to see what can happen: The random walk of cars and their collision probabilities with planets.
By running a large ensemble of simulations with slightly perturbed initial conditions, we estimate the probability of a collision with Earth and Venus over the next one million years to be 6% and 2.5%, respectively. We estimate the dynamical lifetime of the Tesla to be a few tens of millions of years. (emphasis added)