If external power is supplied to the 5V header pin while the barrel jack is unpowered, the 5V regulator can be reverse driven & damaged. To avoid damage, connect a diode from 5V (anode ) to Vin (cathode).
The 3.3V regulator is powered from the 5V regulator, I don't know of anyone connecting external 3.3V to the 3.3V header.