Well, the engines on N736PA were running at the time that the KLM plane hit them. The pilots couldn't shut them off because the entire roof (where the cut off switches are) was removed from the cabin.
I was reading an account of it (I think from Dorothy Kelly) and they had to move people away from the engines as they were still running. As they were laying on the ground, the cowlings were distorted and they began to throw out bits of metal and catch fire.
Pretty similar to what happened in Lost.
So yes, it can happen, and has happened - though in the Lost case, considering the plane fell from a great height, it shouldn't have been possible.
I do quite enjoy a spot of flying - more so when it's not in Economy!