In the Beretta Tomcat (3032), dry firing can cause the firing pin to disappear -- like magic. It'll break off, and a little piece will fall out, and a big piece will stay in the slide.
It seems to depend upon how the firing pin is designed to fit in the back of the slide, and the force with which it is struck. In some cases, the pin is hit so hard, that if there is nothing to restrain it, it will damage itself against hte inside of the slide.
In the case of the Tomcat, that little sucker hits hard and deep. Use a spent cartridge or a snap cap, and in 20-30 trigger pulls there'll be a BIG hole in the primer area and eventually the spent cartridge or snap cap doesn't do its job.
Ruger .22s are adjusted at the factory so that the firing pin won't damage the chamber. That's true of some other .22s as well, but not all.
I've dry-fired my Kel-Tec P-11 so many times I can't even GUESS how many I've done it. It still works.