Probably 9/11. The resulting wars in Afghanistan and Iraq were largely fought by Millennials (with some gen-z nearer to the end, I think—but the initial invasions heavily involved "elder millennials" [EDIT: and x/y "cuspers", especially for Afghanistan], with younger millennials involved in the long middle period). Though Vietnam (among other wars, but it seems most-comparable) was easily within living memory at the time, so I'm not so sure about "once in a lifetime" for the wars. That kind of wildly-successful attack on the US, though—that part might more-or-less qualify.

Millennial bingo:

  2008 financial crisis

  2020 pandemic (& Brexit)

  2022 war start + highest winter temperatures ever recorded 

  2023 economic downturn and layoffs

Who knows what the future holds.

maybe 9/11 + Iraq war, not sure... losing count at this point