The phrase that people use when saying a ridiculously
embarrassing story about something
that happened to to them. To save themselves from total
humiliation they say "it happened to a friend of mine".
George: God, I am so embarrassed, I can't believe Stacy found out I was cheating with her.
Bill: Don't worry, at least you didn't
cheat on her with what
you thought was her sister but turned out to be her fat brother.
George: huh?
Bill:
It happened to a friend of mine...