It would never happen, since my Condensing Boiler creates hot water instantly, so there isn't a supply of hot water to run out.
However, if my boiler was broken or there was a gas shortage, then I'd be forced to use our other shower, which is heated by electricity so that can't run out of hot water either.
But if there was both a gas and a power cut, then I guess I wouldn't be taking a shower, but if the hot water supply stopped during a shower, then I would get out and check the boiler since that would be the symptom of a serious problem which would require immediate attention.
I also wouldn't get into a shower unless the water was warm, but in the worse case scenario I can have a cold shower.
Once when I was doing repairs to my house and had no internal hot or cold water, I washed myself with a hose connected to an outside tap... that was more akin to torture than bathing, especially since the water was under high pressure that stung like a ************ and the only shower gel I had was some kind of minty menthol "awakening" stuff that really hurts your delicate areas when combined with high pressure cold water, but I certainly felt extremely invigorated and it put me in a great frame of mind for my night out on the town.