All the time? We've just become too cynical to believe it, or pay it much mind.
Killed people by police in 2012:
U.S.: 587
Germany: 3
Even less in Canada or the UK.(From: https://en.wikipedia.org/wiki/List_of_killings_by_law_enforc... + the links at the bottom)
It's obvious enough why this would be the case. Keep in mind, in America police departments will be financially liable to the dead person's family if they admit an error, anything they say can be used against them in court, and shootings like this happen a lot.
Examples?