Happened in the 87 Tour during the first road stage in Berlin. Young German guy who was apparently a decent amateur racer jumped in fairly early in the stage with an official looking race number and finished with the main peleton.
A couple of morons did it during a Tour de France on a mountain stage a few years back (can't remember year - 1998? 99?). They jumped on about 1km to go, just before the leaders came in.