Yup - several times - had several sims pulled under and die from shark attacks (only ones I wanted to!). Grim just comes up out of the ocean after and you get an urn on the life saver - cute!. The best place is of the island kalaksed said - though I usually use close to the scuba diving buoy there. Sharks probably will not bother your sims if actually diving - it is best to just do a 'swim here' and let them just idle in the deep water for awhile (it's those legs just dangling that attract!) - helps to have other sims they can talk to while just idling - sometimes a rip current pulls a sim and that is pretty cool too - nothing happens other than their position changes but they get like scared from it.