The first breach of the RW arena was caused by Velosaripper in their heat in series 2. One of the pieces of perspex was completely shattered and the first found fight had to be stopped and re-started after the piece had been replaced. Velosaripper shattered the glass using just it's own momnetum (as the robot had no weapons and was purely a ram bot then).
Battlebots suffered it's first and only full arena breach in BB season 2, when Gravity threw US competitor Stinger out of the battlebox.
A partial BB breach occured in season 5 (citation needed) when a part of Dragon Strike's blade detached and embedded itself in the arena glass. It didn't pass through fully but it was felt that safety had been compromised and DragonStrike was removed from the competition- with honorary mentions as they were unable to complete the competition.