Banks usually have information they can ask like Social Secuirty Number (which is inevitably in some leak).
eBay is the first one that comes to mind. I know I've run into it a couple of other times where a website will just offer to text you a code, but usually there is a small link you can click that says "use my password instead".
Facebook and Amazon don't have my cell phone number, but I bet they have an option.
I don't usually try to reset my passwords since I use a password manager, so it's probably more common than that.