No, they did happen, but that doesen't make them common, not even a little bit, modified weapons where actually extremely rare for all but the resistance movements.
A lot of the resistance in occupied Europe needed to make the weapons they could get their hands on more concealable, so here we do see a fair bit of sawing off stocks and barrels, and even shorter home-made magazines and the like, but in the armed forces, modifying guns was extremely rare, we know of a few examples, but that's it, a few examples, so few they really don't belong in a game.