I don't know about the depo or other non pill chemical contraceptives, so no help there.  However, no contraceptive is 100% effective.  The most effective now days out of any of them is having your tubes tied, and that is only 99.99% effective.

i ddnty fall preg ON the depo but i did three days after i was due to be injected u have to be really acreful to make sure u are there they day u are supposed to be.......

Its pretty unlikely to be honest. There is a huge dose of contraception in there. I was 19 months after my last injection was due before I fell pregnant.  I have never known or heard of anyone becoming pregnant whilst on the depo injection.