When I was at uni in the 90s I remember hearing one of our lecturers tell stories about visitors to British Aerospace being caught wearing shoes with sticky soles to try and capture small amounts of swarf for industrial espionage.
Something important to remember if you come across it, never pick it up with a bare hand because it can be razor sharp and never wear gloves when using a machine tool like a lathe unless you want to loose a hand... or worse.
So yes, that does happen.