USA Today had a great interactive piece that looked at some of the numbers behind mass killings. These incidents are defined as murders of four or more people in one incident. To answer the question above; one happens about once every two weeks.
There was some really interesting bits in the story including this:
But for all the attention they receive, mass killings still accounted for only a tiny fraction — about 1% — of all the Americans who were murdered over those five years. During those five years, more died from migraines and falling out of chairs than were murdered by mass killers, according to death records kept by the U.S. Centers for Disease Control and Prevention. Three times as many people perished from sunstroke.Via USA Today
All in all your chances of being murdered, whether in a mass killing or just a regular old run of the mill murder are pretty low, much lower than heart disease or cancer.