Turbos fail on all cars. I have 2 friends who had a catastrophic fails, a Peugeot 1.6HDI which fragmented and a Ford Galaxy Diesel which had oil seal failure on the turbo and allowed the engine oil to be used as fuel. The engine revved itself to destruction and then set the body on fire. A third has just replaced the Turbo on a VW Touran as it was just about to let go (bearings) but that has done 189000 miles.
Peugeot 1.6HDIs being somewhat famed their turbos self-destructing and all the shrapnel ending up in the inlet manifold and beyond. It's nearly always oil problems that does it. The filter in the pipe to the turbo is small and gets clogged leading to oil starvation and thus a mighty ker-boom. That can be from incorrect oils being used, not being changed often enough or failing injector seals allowing exhaust back up destroying the secondary seals allowing crap into the engine oil.
There used to be a note stuck on the windscreen of Saab Turbos, the first I drove was a Saab 900 and it said you should let the engine idle for 30secs after driving before stopping it to let the turbo spin down. My old HiLux said you should leave the engine (2.5 I4 diesel turbo) idling for a minute after working it hard before stopping. In both cases this was to allow plenty of oil to get to the turbo and cool it.
This advice is no longer given in owners books, I'm assuming there is sufficient oil reservoirs in modern turbos so they can spin down without starvation. As my 3l turbo diesel has stop/start again I'm assuming there is provision for sufficient oil reserves as it could be whizzing away and you stop. Old habits die hard and on both the last two 3L turbo diesels I've owned, I've let them idle for 30secs before stopping the engine.