It only happens when someone double faults at the end of a set. It might also happen at the end of a match, but I haven't seen anyone double fault to end a match before. I have a screenshot posted in the tournaments forum in the Qatar Open topic. Hence, I also found out today that it happens in online play as well as in World Tour.
2010 Singles: 66-10 (no wo (4))
2010 Doubles: 21-11
2009 Singles: 105-14 (no WO (6))
2009 Doubles: 11-8
'10: W: AO, Miami, Casa, Barca, Rome, Stuttgart, Hamburg, Cincy
'09: W: 13 including Rome, Madrid, RG, Wimby, Cincy, USO