No There have been many stories about fair balls hit out of Yankee Stadium, but the consensus is that nobody has ever accomplished this feat.
With the above accurate, as an aside, Mickey Mantle came as close as any other hitter of hitting a home run out of Yankee Stadium. On May 22, 1963, batting left handed hit a ball that hit the rooftop facade over the third deck in right field. It was only a few feet of going completely over the roof.
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Even better. On July 25, 1956 Roberto Clemente became the only MLB player to have everscored a walk-off inside-the-park grand slam in a 9-8 Pittsburgh Pirates win over the Chicago Cubs, at Forbes Field.
You mean completely out of the facility? Babe Ruth put one on the sidewalk outside the park once, and a few guys have put them on the roof of the grandstands. Those days are probably long gone, though; all the parks played in now are so big you'd have to hit a ball at least 600 feet to knock it completely out of the park.
No, not yet, the stadium has only been open for one season. Nor did anyone ever hit a home run out of the old Yankee Stadium, although some came close.
Frequently. In San Francisco, swimmers frequently wait in the Bay for home-run balls to splash in.