Is there any case where someone copied a single time and had to pay any legal penalty?
Yes, but it's usually done in the form of extortion payments, er, out-of-court settlements. There are thousands of John Doe cases out there where the infringement is limited to a single copy. Most cases are settled out of court.
Let's pretend someone shoplifted 1,000 copies of a $60 Xbox 360 game, and the average fine for shoplifting is $350 (I pulled that out of my ass, but it's a realistic number). Then, let's compare that to seeding a copy to 1,000 leechers:
1,000 * ($60 + $350) = $410,000
1,000 * ($150,000) = $150,000,000
So, it's still a win for shoplifting. (Anyone caught shoplifting 1,000 times is more likely to receive psychiatric counseling than jail time.)
If you happened to steal 1,000 copies in one go, it's not shoplifting. The actual crime depends on the act itself, whether breaking and entering was involved, whether there was the threat of harm, whether weapons were used, whether the target was a protected class, whether it could be considered a hate crime, etc.
The law is complicated, obviously, and any comparison between theft and copyright infringement is both silly and insulting.