Numerous times.
When I was in high school, I participated in "scholar's bowl", a quiz-show type thing for geeks that was televised from the University of Tennessee.
When I was in college, I was interviewed by a local station because I was involved in a lawsuit.
We saw the Leno show a couple of years ago. We can see ourselves in the audience on the tape.
A couple of years ago, my wife and I were at a club eating dinner on New Year's Eve in Palm Springs, California. Our table was on the patio, and a camera crew set up to shoot us the whole night. We were all decked out in our best clothes, so every time the tv station needed a "New Year's Eve" shot that night, they cut to our table. And it was all live.