Ah yes, the curse! Happens to everybody. The real key seems to be giving no visual clue that it was a mistake, unless it's so obvious you can do nothing but shrug or make a face or laugh...
Last night I saw John Scofield. He was pushing himself a lot and there were a few moments of being on the edge and nearly losing control of his current idea, and he sure did hit a few honest-to-god clams where the note was obviously supposed to be accented and instead came out as a >tick<. He was grimacing and making faces at all these moments, but in a very fun way that was part of his personality and part of the performance.
I've seen/heard quite a few. Usually a momentary slip of the hand, a half-step off; usually the pros recover very gracefully. Every so often somebody hits a bad note that just hangs out there for all to see like somebody caught in flagrante delectico with the Vicar's wife...
Sometimes inebriation or other substance abuse is the cause. I once saw a fairly well-known guitarist who was so smashed he could not successfully tune his guitar, and actually asked the audience to help him with it. Even more out-of-tune than before, his band looking thoroughly embarrassed, even incensed, he proceeded to play the whole show. ANd you know what? The audience didn't seem to realize it! He got a big hand. When he came back for an encore, though, the band wouldn't come back with him, and he played an excruciating solo thing including singing and playing (out of tune in voice as well) the song "Bo Diddley."