This isn't woo just strange and it absolutely happened.
My grandad was a soldier in both World Wars and by WW2 was a sargeant. He was tough as nails and probably as un-woo as you get. He had seen it all from the First Day of the Somme to the Blitz (his regt were on fire watch in London) and later in the War were stationed in Belgium where this happened.
One day, not on duty, he went to the cinema. About half way through the film he felt unaccountably bored and decided to go outside and have a fag. And maybe go back in or wander off, I guess. As he stood outside, the cinema received a direct hit and everyone inside was killed. He walked away unscathed. My dad told me this - he knew it was true.
I think it may be this incident at the Rex Cinema:
"...On the first day of the German Ardennes offensive, December 16, 1944, the worst disaster occurred. The "Rex" Cinema on avenue De Keyserlei was packed full of people in middle of the afternoon, nearly 1200 seats were occupied, all watching the featured movie. At 15.20 hrs the audience suddenly glimpsed a split-second flash of light cutting through the dark theater, followed by the balcony and ceiling crashing down during a deafening boom. A V-2 rocket had impacted directly on top of the cinema.
Charles Ostyn happened to be near the cinema that day and would later learn of a personal tragedy in his life caused by this particular rocket attack.
"December 16, 1944, is a day I can never forget. It all really sank in on us after the massacre at the Rex Cinema..." said Ostyn. He told about his feelings at that time: "I still remember that Saturday as if it were yesterday. I had walked past the theater about 20 minutes before the impact - to think, at that very moment a V-2 was being tanked-up by members of the SS Werfer Battery 500 in Holland, it being destined to kill all those people in one blinding instant."
The destruction was total. Afterwards, many people were found still sitting in their seats, stone dead. For more than a week the Allied authorities worked to clear the rubble. Later, many of the bodies were laid out at the city zoo for identification. The death toll was 567 casualties to soldiers and civilians, 291 injured and 11 buildings were destroyed. 296 of the dead & 194 of the injured were U.S., British, & Canadian soldiers...."
www.v2rocket.com/start/chapters/antwerp.html