It doesn't happen a lot but it has happened a few times.
My house deposit in Toronto. Offer was accepted and we had to get a portion of the deposit ($5k) to the sellers broker within 12 hours. I banked with an online bank at the time Tangerine and we had to drive to their only office off Steeles to get the draft same day. I stopped banking "online only" after this.
Elevator deposit when I moved into my apartment. This was their fault because they never told us prior.
But there are a multitude of different scenarios. Bail money for example.