I guess it is probably unusual, but I've sold entire wallet files.  Probably not relevant to this topic.

A much much much more common way is to have a wallet file stolen from your computer.

Even more common than that would be to sign up for an on-line wallet or other Bitcoin related venture and have the proprietors fold up shop with the secret keys that the users (incorrectly) considered their own   That has been repeated ad-naseum since at least right after I got actively involved and the 'mybitcoin' scam went down.