When Indra struck Garuda with the Vajra, it did not even scratch him. However, Garuda dropped a single feather to show his respect to Vajra for the attempt. It was Shiva's gift to Indra.
Indra himself has one in Rig Veda. A newborn god, Indra drunk a large volume of Soma to gain enough power to defeat Vritra, the great dragon. After taking the Vajra, he ask Vishnu to create a whole battlefield for the upcoming battle. Before confronting his nemesis, Indra destroyed 99 fortresses of Vritra, all of them. For killing the dragon that kept all water from world in itself, all Indra suffer is a broken jaw.