While I've heard of this from others a number of times, I've only had it happen once, back in 1996. The captain wrote a note on the back of his business card and sent it back to me via the FA. I was the only 1K on board (Saturday 6am flight OAK-ORD) and the only one to get a note.

Great touch. Still remember the flight, out of all the flights I've taken with UA in the last 6 years.

Greg