Oh yeah, all the time. My main D&D gaming group is all-male, and I'd say about 1/3 of all of our characters have been female.
In my wife's D&D gaming group, I'm the only male player. And in that campaign, the characters are a 50/50 split between both sexes.
EDIT:
Woops, I just noticed that this poll is asking about gender, and not sex. So in that light:
Oh yeah, all the time. My main D&D gaming group is all cis-het male, but I'd say that less than a quarter of our characters are also cis-het. We commonly have characters of a gender that doesn't match that of the player: opposite-gendered characters, nonbinary characters, even a genderfluid eladrin.
In my wife's D&D gaming group, there are two nonbinary players and three cisgender players. Our characters are mostly gendered female, except for a nonbinary elf.