Yep--planes do it a lot. It does cost more to carry the extra weight (you burn more fuel carrying more weight), but there are computer programs that can optimize the variables really quickly so you know if it is beneficial to "tanker" the fuel and how much you should take.

Especially on the big jets flying a relatively-short route, you can sometimes save a lot on fuel by loading up at a certain airport. If a 777 is going SFO-ORD or SFO-IAD, and SFO is much cheaper for some reason, there is plenty of room to take on fuel.

I don't know the numbers for United, but I operate out of a very busy general aviation/business aviation airport where gas prices are around $6/gallon for 100LL (the fuel that piston planes use). If you go about 20 miles NW, avgas is around $3.30/gallon. I hear a lot of piston pilots say that will try to stop there for fuel as much as possible. If you fill up 50 gallons of fuel--that's about $150 in savings.

Granted, jets won't try to make special fuel stops that add 15-20 miles to a trip, but they will definitely tanker fuel if they are at a cheap airport and it is cost effective.