I've heard about it a few times, but I don't think it's ever happened to me. Well, actually it sort of did...Someone told me they weren't going to buy my photo because their brother could print it for them way cheaper. I immediately removed it, resized it so it couldn't be enlarged, and relisted it. I then reminded the person that what they were doing was theft, and asked them to please not do it. I don't know if they tried, but I hope if they did they at least give me credit when their friends ask about the blurry picture hanging on the wall.
Of course, there could be photos of mine all over the world that have been stolen and I might never know...