I've personally owned a Ruger SP-101 that I dry-fired an awful lot without putting either snap-caps, fired cases or Ruger's "safety ring" in the cylinder - the firing pin slammed into its bushing at the back of the frame so hard and so often, that it peened up a ridge around the hole where the tip of the firing pin protrudes. It only caused the slightest of problems when I tried to fire a batch of handloads that had several rounds with high primers, which would drag against the ridge a bit, making the action a little rough-feeling. I shoulda just stoned the ridge down, but somebody made me an offer I couldn't refuse, and I sold the gun.
I've also seen a picture of a busted Super Redhawk at a local range, attributed to a reloaded round of 44Mag that was accidentally double-charged with Accurate #5. IIRC, a guy who witnessed it firsthand said that round ruptured the cylinder, bulged the topstrap, and launched the Leupold scope on the gun at the time several yards up in the air.