A team has finished a game with 0-5-9 runs-hits-errors line 2 times since 1897, most recently Boston Red Sox on 7 July 1906. That is about one every 221,502 team-games.
Box score for the most recent one ↗
0-5-2 0-5-3 0-5-0 0-5-4 0-5-1 0-5-7 0-5-9 0-5-5 0-5-12 0-5-6 0-5-10 0-6-1 0-6-0
The whole distribution — Runs-Hits-Errors Lines · All 18 shapes