It's true, they happen. I recently met an adorable cat, purchased from a breeder and completely indoors, who had a very high fecal count of roundworm ova. It surprised both the owner and myself given the history of the cat, but it was a good reminder that even indoor animals can be exposed to parasites. Some of these parasites can also infect us as their owners, and young children tend to be especially susceptible due to not always having good hygiene. Luckily, treatment for our pets is easy and cost effective. It is always a good idea to have a fecal sample checked as part of the yearly physical exam.
Here is a link to the CDC page about preventing roundworm infection.