British Journalist Andrew Marr suffered a stroke following a high intensity training session. He's doing the chat show circuit claiming rowing machines and HIIT are responsible for his stroke. The NHS website have quite a sensible take on it:

http://www.nhs.uk/news/2013/04April/Pages/Is-exercise-to-bla...

Basically if you're going to do high intensity efforts, best get checked out with your doctor first, particularly if you're a bit stressed.