The answer is, Yes!
In a blog post published yesterday, Eugene Volokh describes 8 recent examples and notes that:
Naturally, such examples will be rare. Even in states which allow concealed carry, there often aren’t people near a shooting who have a gun on them at the time. Many mass shootings happen in supposedly “gun-free” zones (such as schools, universities or private property posted with a no-guns sign), in which gun carrying isn’t allowed. And there is no central database of such examples, many of which don’t hit the national media, especially if a gunman is stopped before he shoots many victims.