I have the same question as the sibling commenter: are you sure you mean parsing (i.e. well-formedness) and not handling (i.e. logic to do things with the parsed data: e.g. xxe, namespace separation, etc.
Obviously all software has some bugs and I'm sure XML parsers are no exception but I haven't been personally aware of any high profile ones before this.
For a quick example of a lowish-level XML bug that isn't parsing-related, I reported a bug many years ago in a piece of software whereby attributes without curie prefixes were being placed into the wrong namespace. A weird quirk of the XML spec is that unprefixed tags go into the default namespace but unprefixed attributes go into a "NULL" namespace (or, if I recall correctly, sometimes a specific namespace depending on the tag?). That's not a parser bug though since the parser has parsed the tag, attributes and associated prefix strings (or lack thereof) correctly: it just does something wrong post-parsing.
I feel like that class of bug is very common with XML, but it's more of an application stability concern than a security one (XXE being a notable exception just because it deals with IO)