Have never seen it, but have heard many stories. Aberrant plumage is pretty rare in wild birds (as they get weeded out by predation and selected against in the mating game) but it happens.

http://www.flickr.com/photos/96197378@N00/2842167436/

http://www.birdforum.net/attachment.php?attachmentid=67208&d=1167128954

http://users.utu.fi/hlehto/photo/color/pasdom5.shtml

http://images.google.ca/imgres?imgurl=http://users.utu.fi/hlehto/photo/color/pasdom2/he_k200-04.jpg&imgrefurl=http://users.utu.fi/hlehto/photo/color/pasdom2.shtml&h=200&w=341&sz=26&hl=en&start=16&tbnid=kM8IrdzFMIh3LM:&tbnh=70&tbnw=120&prev=/images%3Fq%3Dleucistic%2Bhouse%2Bsparrow%26svnum%3D10%26hl%3Den%26lr%3D%26sa%3DN