There are many incedences of choke valve failure. Some of them are as follows:
Gas release from a hand operated choke valve
Actuator was ejected from a choke following manual opening of the choke resulted in serious injury to the operator.
Reference: Potential catastrophic failure of pressure-balanced cage-guided control valves and chokes
http://goo.gl/7lkeEQ
Gas release from gas lift choke valve packing
Gas release was noticed by personal working in wellhead area. Incedent accoured due to the leaks from gas lift choke valve stem packing.
Reference: http://goo.gl/tVDCDG