According to the Theravadin scriptures, Maha Mogallana became totally enlightened, but he was murdered. He didn't do anything at all evil in his last life, but he was murdered due to having in a past life, many, many, many lifetimes before, killed his parents. Kamma.
Perhaps that example explains why another person could also have a negative thing happen to them, but not have done anything in this life to deserve it.
If the idea of past lives is a little bit too difficult for you, let's look at this life. Sometimes people just don't know what they did to deserve something. For example, suppose a person is a waiter, and a woman comes into his restaurant. The waiter is rude and not very nice to this customer simply because the waiter has a lot of restlessness in his mind, because he's thinking about an interview he has to do, so he can get out of this job and get a better job.
Finally his shift ends, he gets all dressed up and goes off to have the interview. The receptionist greets him, he goes into the office and the personal assistant of the person he is to have the interview with happens to be the woman that he was not nice to in the restaurant. He doesn't recognize the woman, but the woman recognizes him. Then he has a very good time with the interviewer and he thinks he will get the job and even the interviewer thinks, "You know, this is the person I really want." After he leaves, the interviewer is very happy, and then the personal assistant comes and says, "You know what happened? That fellow is..." And after hearing how the waiter treated the assistant, the interviewer doesn't give him the job. The waiter doesn't understand why he didn't get the job, he thinks he did the interview very well, but he didn't see what was the cause of his rejection.