One time in ~4M flown miles. AA from TPA-DFW-AUS. Diverted to AUS due to storms in DFW. Plane taxied to a stand fairly close to the terminal, and shut down. The door to the cockpit was open and I went to the captain and asked him if he could all ground for transport to take us (me and colleague) to the terminal as I lived here and this was my final destination. Quick call to ground and the airstairs were lowered and a golf cart came out to meet us. Dropped us by a door which led directly to baggage claim. It helped that this was pre 9-11 and that we only had carry-on baggage.
I am not sure it would be possible these days....