I don't know about Allied soldiers killing guards at other camps, but liberated inmates killed guards at Bergen-Belsen, Buchenwald and Gusen-Mauthausen. I am sure it happened in other camps as well but these are the ones I have read about.
You can read the accounts here:
Rudolf A. Haunschmied et al (2007) St. Georgen - Gusen - Mauthausen: Concentration Camp Mauthausen Reconsidered
Eberhard Kolb (2002) Bergen-Belsen: vom "Aufenthaltslager" zum Konzentrationslager, 1943-1945
David Wingeate Pike (2004) Spaniards in the Holocaust: Mauthausen, Horror on the Danube
Alan Axelrod (2007) Encyclopedia of World War II, Volume 1, p. 192 (Buchenwald)