Use to be done at Reading and Paddington, in the shoulder peaks, back when the stoppers were 16x operated.
I experienced this once when arriving a Reading from Oxford, just a couple of minutes late, but still with about 6 minutes to make my connection. However there was an announcement to say the doors would remain locked while the train was coupled/uncoupled (can't remember which). This seemed to take quite a while as I looked forlornly across the platforms and could see my connection disappearing into the distance, while the doors were still locked. Only another hour to wait for the next onward train.