I know I've used Vignettes, or "pseudo-vignettes" in campaigns before to great effect. In one, which I'm sure a lot of Eberron DMs have used before, the players played themselves in the Last War, specifically on the last day on one of the last battlefields of the war. They were outnumbered, outgunned, and planning a defense to hold out against the inevitable -- when the Mourning hit. The next session was five years later. They loved it.
Another I've used is a group of alternate PCs who were in way over their heads, but I used it to give the players a clue on how to succeed at a nigh-impossible task. The "doomed" PCs died, but their mistake told the players an important clue in how to get out of an alien city in a D&D campaign (The Barrier Peaks, actually...)