My preferred Forum engine is PHPBB3 (and they do have a history of getting hacked previously) but if your forum is on (Simple Machines) SMF read how PHPUGPH’s forum was hacked in here but is now backed online.
Update: SMF has posted a related security bulletin previously. So for Forum admins make sure to watch out for security announcements coming from your chosen apps.
Jonee, Wacky Long Haired Admin