Never. And I don't know anyone who's gotten sick from it either, though granted, that's not many people because most people I know are too afraid or grossed out for some reason. Steak isn't like hamburger or other types of meats you may eat. Any bacteria is apparently near the surface so a quick searing of the outside of it does the trick. And again, while my evidence is certainly anecdotal, I'd say the fact that I've never gotten sick from it certainly supports that idea. I might be concerned if the meat weren't very fresh, or was poorly stored and refrigerated, but even the stuff I buy from the store which may have been prepared as much as a day or two earlier has never given me any problems.
And to be honest, when I've seen Les Stroud eat literally rotting fish on Survivorman and still be fine, I don't worry too much about meat making me sick.