Yes all the time. I have a long history of being invited out to the cinema, for example, "with the girls". Once. I never, ever get asked again.
My daughter has a boyfriend whose mother is the polar opposite to me - she always has a house full of people, and she loves it. Last summer we used to get invited over there every time she had some friends round; this summer, although my daughter's realtionship with her son is still going strong, we haven't been invited once. I feel vaguely guilty that my main emotion is relief that I don't have to go and socialise any more.
When I was at university, the girls I was sharing the student house with decided they didn't like the way I was behaving. I didn't pick up on the subtle cues that might have led to me realising something was wrong, and carried on as I was until the evening they all got together in one of the rooms for a drink. I assumed I was invited too, and went along.
I remember sitting there being comprehensively ignored, to the extent that drinks were being passed right by my face. In the end, I pretended to hear the doorbell so I had an excuse to leave, and I stood in the hallway, listening to them talking about me behind the door, trying to pick up some clues about what I'd done wrong. I've never felt so lonely in my life.
I enjoyed my time at university in some ways, but I don't have any friends from those years.