Indeed. Conservation of energy has so far never been observed to be broken, except in quantum mechanics, which says that you can break conservation of energy provided that the 'borrowed' energy is given back.
This is important in two ways:
1. The vacuum is actually filled with particles constantly flipping in and out of existence. This was verified by an experiment involving the polarisation of light in a vacuum.
2. Hawking radiation from black holes is thought to occur when a particle-antiparticle pair that flips into existence finds itself at the event horizon. The pair separates and one particle radiates out and the other one, the antiparticle, annihilates with mass in the black hole, creating energy. This then flips out of existence to return the 'borrowed' energy. Therefore, black holes could theoretically radiate and lose mass despite there being a boundary with which light cannot escape.
But to answer the question, no. No such particle has been observed.