I have seen this happen personally. That is where my fear came from.
This lady at church camp head really long curly hair.. and a wasp got stuck in it towards the end. As several of us scrambled to hold out the ends of her hair trying to let it out it just burrowed deeper and deeper. It was absolutely terrifying!
Everyone was too afraid to squash the wasp and get stung themselves

Someone finally found a couple of sticks or something and got it smashed before it got to her head. I'll never forget Watching that thing working its stinger trying to sting her hair. If it had made it to her head it would have stung her over and over!
At least a honey bee can only sting once.. as long as there's only one.