[See Bigger Update, below]
I'd say that the defeat of Robert Bennett for renomination to the Senate at the Utah state party convention qualifies as fairly big news.
Looking at Roll Call's Casualty Lists, the most recent Senator to leave because she couldn't get her party's nomination was Sheila Frahm. Sheila who, you say? Gotta be a pretty good political junkie to remember this one: she was Bob Dole's replacement when he resigned from the Senate during his presidential run in 1996. She was appointed on June 11, and lost a primary to Sam Brownback on August 6, so it's not as if she was exactly an established Senator. Before that, it was Alan Dixon of Illinois, defeated in 1992 by Carol Mosely Braun. So Bennett will be the first elected Senator denied renomination in almost twenty years. Which means it's been almost twenty years since an elected Senator left the Senate after being denied renomination. And before that, it didn't happen since 1980, when four (!) Senators were defeated, including Jacob Javits of New York and Mike Gravel of Alaska. So it's fair to say that what happened to Bennett today is unusual.
(You'll recall, of course, that Joe Lieberman lost a primary election in 2006 and was reelected anyway; I don't recall that happening to any other Senator over the last thirty years, but if it did it wouldn't show up in the Roll Call files I was looking at).
A couple of other things...
You'll note that 1992 (Dixon) and 1980 (Javits, Gravel, and two others) have something else in common with 2008: they're all recession years. That's surely no coincidence. It isn't going to stop anyone from treating this as ideological enforcement, and that's probably one reasonable interpretation, but in fact I strongly suspect that the real causal factor here is the recession.
Also, turnover in Utah is definitely going to help the next Senate finally break a string of record old Senates. Bennett is 76; the two GOP candidates who are going forward to a primary are 49 (Tim Bridgewater) and 38 (Mike Lee). It's not quite a sure thing yet that the 112th Senate will be younger than the 111th Senate, but I think it's very likely.
(Update: This all assumes he's done; apparently there's some possibility that he'll run a write-in campaign).
(Bigger Update: Steve Kornacki got there first, and got one that I missed: Bob Smith in 2002. Smith was an odd case, to say the least. In the course of his term leading up to the 2002 election, he left the Republican Party, only to return in time for the primary. Well, not really in time, since he lost to the younger John Sununu. And for what it's worth -- not much, I'd say, but still I'll mention it -- 2002 was also a post-recession year).