I've never caught a HR ball, but i caught 2 foul balls in one game, almost 3.
I think it was in '97 me, my brother and my dad were sitting behind home plate using our friends' season tickets. During batting practice ray durham tried to throw a ball to the upperdeck from the outfield, it was short and hit the net above home plate, rolled down to our seat and my dad caught it. Then later in the game, a foul ball went back toward hawk, then rolled down to our seats again. Then again in the same again, albert belle hit a towering popup right to my brother, he missed it, it hit the back of his chair and bounced up. That was by far, the best game i ever went to