I was playing Katarina and I found a small, weird graphical glitch. If there is a turret shot aiming for you, and you Shunpo (E) away from the turret, you will take damage when the shot reaches the location you were at, not your new location. The shot will still keep traveling to you however until it hits you (dealing no damage). The damage from the shot is correctly reduced by Shunpo however.
I have yet to test whether this bug happens with other teleportation abilities such as Flash or Riftwalk.