Yep. Most of our arteries are protected by bone connective tissue or other, tougher tissues that make them harder to reach. When someone accidentally tries to inject into an artery, firstly...they absolutely know it..and you will too because they will be screaming. Secondly, the pressure pushes the plunger back out, so you have to forcibly hold it in until help arrives. If you do pull it out, as the tendency is when you're in that much pain, it will hit the ceiling due to the force with which it is released. Obviously you're advised to apply as much pressure as possible until either it stops or you can get help. Anything bigger than an artery and you have a matter of minutes. I saw someone die by cutting his throat once, but I believed he drowned in his own blood.
I had a line put into an artery for surgical reasons, but they knocked me out first and when I came to, it was sewn into me. The most accessible would IMO, be the femoral. But it's far from easy.