I've had it happen at least twice that I know of but you can hear the hawk coming via squirrel barks.
Sitting in one of my favorite stands a few years ago I heard squirrels barking at something and the barks became progressively louder as the hawk got closer. Finally it came swooping in nearly grabbing a squirrel that jumped to the next tree over just in time. Well that brave little @^$% jumped back into the tree that the hawk had landed in and climbed up the tree toward it, seeming to know that the hawk couldn't really do anything. I found that really amusing.
too bad I didn't have my camera out and set on video, ready to shoot.