Not shocking, but definitely unexpected. We witnessed a man overboard rescue on our first cruise in January 2015. We were arriving in Cozumel on a Western Caribbean cruise. The seas were a little choppy that morning so we didn't have a great night sleep. Before we got out of bed for breakfast we heard an announcement in our stateroom, which was very unusual to hear an announcement in the room. It was "Mr. MOB, port side" repeated several times. Since we were still half asleep we weren't exactly sure what the announcement actually said. After we figured it out we went out on our verandah, which happened to be port side. We saw flares being shot out on our side and a rescue boat being prepared. We could also tell the ship was being slowed considerably and we were in a slight turn.
The whole rescue was very amazing to watch. Luckily for the man overboard he was successfully rescued. Turns out he fell or jumped off another cruise ship ( I think it was an RCCL) about an hour ahead of us going into Cozumel.