It's not quite a broken bone, (or it could be but it's not as definitive as you're asking for), but the closest I've seen is during the climax fight of The Incredible Hulk film:
At around 9:40 in that clip, after he has defeated Abomination, Hulk very clearly snaps his shoulder back into place before roaring triumphantly. Obviously, his shoulder had been pulled out of its socket at least, possibly broken as well. Given the actions he was taking during the fight, it's tough to pinpoint exactly what did it, but he was clearly fighting through his injury for a portion of the scene.
(I might be over-analyzing, but he does seem to be favoring one arm for the last portion of the fight, hitting with his right and simply holding on with his injured left. You can almost see some skeletal distortion his left shoulder during the final moments, but I might be making that up.)
I'm less familiar with the comics universe, but in the MCU, that's as close as we've come to seeing the Hulk injured, in a skeletal sense. It's not for-sure a broken bone, but it's definitely possible that his shoulder or arm was broken in that fight.