I did have one about 5 years ago; I'd never had one before anywhere and it took me a while to pin it down. It was a Socket 604 Xeon processor in an ex-work server I had at home. I think it may have been caused by vibration - I "mothballed" the server while I was having electrical work done involving cutting channels in walls (sealed in a plastic bag to keep dust out and stored in a room that wasn't having any work done) but when I unpacked it afterwards, I got a peculiar error early in POST (something about the PIC timer not ticking, if memory serves me correctly).
I assumed, having reseated everything, that the system board was the likely cause so I replaced it but the error didn't go away. Eventually, I got desperate and took the machine back into work, arranged some downtime on the other still-in-use one and did a systematic parts swap which revealed the CPU to be the cause. One new (and amazingly cheap) Xeon CPU later and the server was fine. It later went back into service at work when we needed an extra machine. I've still got the duff CPU as a "souvenir" - the only faulty CPU I've ever had in 20+ years of working with computers.