Has there ever been a documented address collision?
Only when using a faulty random number generator.
What are you saying? Sorry... can't tell if you're being sarcastic or serious. :S
I'm being serious.
Private keys are supposed to be generated randomly.
As long as a properly working random number generator is used, there are no proven cases of address collision.
On the other hand, many people like to choose their private keys (they call them "brainwallets"). In this case, there have been MANY collisions since the human mind isn't very good at being random.