I had one come up with a nasty abscess under the skin after a flu jab. Had to be lanced and a course of antibiotics, but it cleared up fine. can happen when a hair gets pushed into the injection site with the needle.
My horse is just recovering from this- we had been injecting him for 10 days with Antibiotics. He had the infection on both sides- one smaller than the other. They were tender to touch for a couple of days, then 3 days after they'd come up they burst. He went on another course of Anti's-these time Oral, and although the openings have healed, his hair and the top layer of skin fell away- this is apparantly because the skin had stretched so much over the abcess. 3 weeks on, he still has 2 bald patches- but the hair is trying to grow!