It happened once to me - my T told me that he had watched a film I told him about, which had made a huge emotional impact on me when I saw it. (It wasn't a current movie so he would have had to buy it or rent it on DVD or something, in order to watch it.) It was very unexpected and it certainly felt weird, but also really good. I would not have expected him to think about me outside my sessions, unless provoked to do so by a message from me. I don't think he does so usually, but it was kind of neat that he did it then.