My dog has thrown up multiple times on my bed, and my cat peed on it once. .-.
Once, my dog threw up right under my pillow while I was sleeping (I don't know how he managed to do that), but I didn't notice throughout the whole night. It eventually dried there, and I woke up with my hand on it. >_>
Just recently got a puppy and he's semi-potty trained, but he still often makes mistakes and went through a phase of constantly pissing on my bed. I had to wash my bedding daily, but as soon as we got the jabs done so he could go outside to do his business so he stopped, he now holds it in.
It's annoying yes, as you're not actually meant to discipline them if they are still potty-training. What breed is your dog? How old?