Yes; I can't think of any familiar examples offhand, but it happens a lot. As a baby lawyer I wrote a patent application for an automatic pizza-making machine, invented by the owner of a mom-and-pop restaurant, who IIRC never marketed the machine.

> I don't think you could get away with protecting a patent on a device you never try to market.

In the U.S. (and most other industrialized countries AFAIK), the patent laws don't require a patent owner to market, or even try to market, a patented invention. If the patent owner was just trying to keep others out so that no one was using the invention, a court would probably take that into account in determining (i) whether to grant a injunction against further infringement by the defendant and (ii) what a reasonable royalty would be for the defendant's infringement. But that wouldn't affect the validity of the patent itself.