During the battle with Harry Potter, Ron Weasley, and Hermione Granger, Bellatrix's wand was disarmed by Ron. He then proceeded to smash it against a nearby pillar in a fit of rage. This happened in *Harry Potter and the Deathly Hallows: Part 2*.
It's important to note that while a wizard can technically use another wand, it won't perform as well as their own. The bond between a wizard and their wand is powerful and personal.