Oh, it happened.
In addition to the other references proffered, I strongly recommend Bernd Heinrich's Mind of the Raven (New York: Cliff Street Books, 1999), wherein inter alia he reports on a raven's guiding a cougar to his wilderness cabin (opining that the raven was seeking the leftovers of a cougar's kill, namely him).
This is one of the best books you will ever read.
Corvid behavior will blow your mind (if it hasn't already).
I have seen (several years back, in late spring) what was ostensibly a family of crows "sitting shiva" for a fallen family member (apparently killed by a car). The body was next to the curb and the rest of the family was sitting [obviously standing, literary license on my part] silently in a semicircle on the curb. Even though I was in the middle of my morning jog, I watched for 10-15 minutes. They moved only slightly and made not a sound, only looking at the body in the street. When I went by next day, the body was still there (intact).
[I will never forget that and even now it brings a tear to my eye to recount it.]
During the spring and summer months during my early morning runs I've taken to dispensing handfuls of peanuts in a number of spots, originally announcing my presence to a number of crow cliques with a duck-like quack. It doesn't taken too long for them to recognize me and caw, whereupon I dispense the peanuts, which they dutifully collect upon my departure. And sometimes they'll follow me for another handout. (Not quite as cool as the little girl's backyard feeding on YouTube, but delightful nonetheless.)
