In one of the more obscure corners of the war on 24 September 1940 the HMS Wellesley was hit by one or more bombs during a German air attack on the London area. She partially burned and sank becoming a constructive loss. What was unique about this incident was that the Wellesley was a wooden ship-of-the-line (rated as a 74 originally) launched in 1815 and still in commission as a training school ship at the time. Thus, she became the first and only ship-of-the-line to be sunk by air attack.
wasn't there a pre ironclad steamer set fire by a balloon bomb in the crimean war? (maybe not there but similar period - I must be fairly far off because I couldn't find a reference?