I feel like I may have done, but probably not... I didn't stay up for the most recent UK election, nor the US election, nor the awards ceremonies. No, I don't think I have. I've never had a good reason to pull an all-nighter, I just do it anyway.
It depends on the game, but I certainly did on Portal 2. Kept waiting around to see if the NPCs would say anything because I wasn't moving - and they often did, and it was often funny. I was kind of disappointed when I watched my brother play for a few minutes and he was bounding ahead, running away while Wheatley was still talking to him, missing all the excellent dialogue.