As a possibility it comes up from time to time. The archaeological view is that it just isn't true! certainly I've never met anyone who has encountered it or even knows someone who knows someone...
There is a book, maybe late victorian? pre 1945 anyway, where the author puts forward this idea. The whole book is about it but AFAIK people who have tried to track down the examples given haven't managed to verify them. There are certainly pre-modern cock-and-balls about but they tend to be classical (eg along Hadrian wall) or a joke/moral tale in high medieval ecclesiastical carving.
I'll try and find my copy of the book - I think I have one of the yellow softcover reprint variety.