"When two things happen to a player at the same time, that player picks the order to do them."
The only examples I can think of when this happens to a not-current player, is Reaction cards. You can choose which order to resolve your Reaction cards when another player plays an Attack for instance. Can anyone think of other examples?
Actually I can answer my own question here.
Another player plays Saboteur and hits your Cultist, which you are now forced to trash. You have Market Square in your hand. Cultist says
"When you trash this, +3 Cards" and Market Square says
"When one of your cards is trashed, you may discard this from your hand. If you do, gain a Gold" so you choose which one to resolve first. Lets say there are less than three cards left in your deck after trashing the Cultist. This means there will be a reshuffle when you draw the 3 cards. So if you reveal Market Square before drawing the cards, the Gold will be shuffled in (along with the Market Square itself).
As a side note, the cards costing less than $3 that were set aside by the Saboteur before hitting Cultist, won't be shuffled in, and neither will the card you can gain from the Saboteur attack (costing $2 less than the Cultist). You are reshuffling in the middle of resolving the Saboteur attack. You choose what card to gain after you draw your 3 cards.