Sure I did. I had a son at 36 weeks that was fine, twins at 35 weeks that were fine, a daughter at 37 weeks who was fine and then...
I had a daughter at 36 weeks who was extremely, extremely sick. She was totally unable to breathe on her own, she was on a breathing tube for 10 days and in the NICU for 3 weeks total. She was 6lbs, 6ozs, and was an IVF baby so her dates were right down to the hour.

Having one healthy baby before term (heck, having four healthy babies before term) meant nothing for me regarding having another baby who was healthy.
I knows its nice to go before your due date and not have to experience those last few weeks of discomfort, but I will never again assume that just because one baby did this that another baby will do the same.
However, to answer your question, yes all my pregnancies have ended "early" naturally.