|Lion of St. Mark, Piazza San Marco, Venice|
There's no way of knowing if the event recorded in Mark 2:1-12 actually happened as Mark reports it. It's not likely, historically, that it did, not in just this way. Mark's account, on the other hand, feels very much like the real world that Jesus lived in. My own guess is that the passage is historical to the extent that Jesus did openly and intentionally challenge the over class. They did believe him to be blasphemous, but they didn't voice that opinion too loudly at first. And most certainly the point of tension came over Jesus' incredibly different manner of dealing with the poor and the sick. Modern-day Jesus scholars point out that in the context of first century Palestinian Judaism, Jesus' whole approach was a challenge to religiously-based political authority. The over class held its power, partly, on the premise that they were in God's favor. This, of course, is always the ideological position of those holding power. They deserve their power...because God loves them more...or because they're better at getting votes...or they lead a better past life.
The four men cutting into Jesus' roof is a good story, and it may have its roots in a particular event. There's no way for a historian to know. But, I think we can reasonably accept as historically accurate the larger contents of the story. Frankly, this is another one of those points where the whole interplay of forces and personalities "feels" historical. It wouldn't surprise me at all if the whole thing happened something like Mark's account has it happening.
2012 comment: Another consideration in the story's favor is that if it was clearly memorable, and it is memorable stories that are retold often and take on something of a life of their own. Skeptical historians, I would add, need to explain their skepticism. The fact that it is improbable doesn't mean that four guys didn't cut a hole in the roof of Jesus' home in order to get a friend healed. Historians constantly deal in improbable events. An additional "hint" that maybe something like this really did happen is the detail about the house in question being Jesus' house. The portrait of Jesus elsewhere in the gospels is that of an itinerant, homeless preacher. The fact that the story contains a detail that ran against commonly accepted views of the day speaks in its favor. If it was "just made up" it highly unlikely that it would contain such a detail. Lacking corroborating data, there is no way to be sure this event actually took place as Mark describes it, but we also lack the evidence needed to reject it out of hand.
In sum, this story provides an accurate historical portrait of Jesus and may recount an actual historical event.