If the plug jewelry worn in a piercing is too short, one end can easily sink into the fistula, with or without the o-ring still attached. Especially if the o-ring is still attached, or the jewelry has a ridge of any kind, it can easily become embedded and difficult to remove.
These are pics of a girl's ear who came into my studio earlier today. She was wearing an acrylic plug and her ear got inflamed and irritated. the back of her ear started to swell, and it got really sore. She woke up with the back of her plug completely inside her ear, o-ring and all. She thought once the swelling went down, she would be able to just push it back out, so she let it be. Unfortunately, it only got worse. the back of ear completely closed around the jewelry and since the o-ring was still on it, she couldn't pull it through the front either. It had been like this for a few weeks before she finally came to see me. The skin in the back was really thin and split open as soon as I touched it. Good times.
-John Joyce, scarab
Hopefully you will go and visit your piercer a little more quickly than she did if this happens to you. Below are some photos of her experience: