Curiosity took this photo of its left front wheel on sol 411 (October 2, 2013). A hole in the wheel is visible. Holes in the wheels are not a concern for the Curiosity mission; such wear and tear is expected, especially in the thinnest areas of the wheels between the treads.
Here is a zoom view of the tear:
NASA / JPL / MSSS
Detail view of Curiosity's left front wheel, sol 411 (October 2, 2013)