It was a game between the M.C.C. and Cambridge University, with Jahangir Khan, a pre-independence Indian bowling for the University, and Tom Pearce batting for the M.C.C. Pearce hit the ball hard. It sailed through the air - and killed a sparrow in full flight. Apparently both the sparrow and the ball are now in the M.C.C. Museum.
Something similar happened at Kennington Oval, the home of the Surrey Cricket Club. I presume this was before 1934, when Jack Hobbs retired as batsman. He was considered one of the greatest batsmen of all time but, unfortunately, on this occasion none of the other members of the team were up to scratch. Surrey needed three runs to win when Hobbs sent the ball on a long flight towards the boundary. Just then, a sparrow got in the way. It was killed, of course, but the ball was slowed down, and Hobbs was able to make only two runs. A game lost because of a luckless sparrow!
Reference: 'The funny side of cricket' by Jack Graydon, Chums Annual 1939, pp 138-9