I never walked in on my parents that I recall. My mom, who is generally rather conservative, would share some random TMI things occasionally. Upon being told that I was conceived accidentally (while she was using the sponge or spermicide or something like that), she then proceeded to tell me that they had given up all birth control except withdrawal. Her exact words were, "Your dad is really good at pulling out."
She also overshared about her having sex with a tampon in; she ultimately couldn't remove it and had to go to the emergency room.