That actually happened this year to the Punxsutawney Phil from… Tennessee I believe? Not the main one, but another groundhog event on the same day.

(A few moments later)

Looks like it was Kentucky. Link is pay-walled, but here it is if anyone is curious: https://www.courier-journal.com/story/news/2024/02/05/kentucky-groundhog-dies-groundhog-day-2024-major-second-chances-wildlife-center/72477815007/