At least it's happening according to this post on BoingBoing:
Colour laser printer manufacturers encode each printout with the printer's serial number so they can trace it back to you if you are counterfitting bills. They can trace it back to you for anything else as well.
The reason you probably haven't heard much about it is because it (AFAIK) is only used by the Secret Service to trace counterfeit documents back to their source machines, and the Secret Service doesn't like to talk too much about means and methods.
For what it's worth, true or not, it's certainly interesting to consider (not that I am advocating counterfeiting of anything) how you could be tracked by a printer output.